Oh my interpretation is Aegir is the race that came from the place of the same name, and it encompasses all the marine beings that live in/spawn from Aegir. However, there is the faction, Abyssal Hunters that go against the seemingly malevolent Abyssals. Both are Aegir in the sense that they are marine beings. It is possible the Abyss itself is a separate thing that corrupts Aegirians and that's what the Abyssal Hunters are fighting against (Arknights is the Dark Souls of gacha games lol). The things is, the final words of Alty were a warning that "They" supposedly referring to the Aegirians we have are potentially becoming older and "hungrier" suggesting that becoming sea monsters is the end phase for Aegirians.
Aegirians seem to be by and large considered a race like any other though, just remote and isolated - for somewhat unclear reasons it's the Sarkaz (the race, presumably also the dominant majority in the state of the same name similar to the Ursus) who have the all-around nasty and scary rep. Shining vaguely mentions a war in that context; given small-scale border wars and similar skirmishes seem to be a routine occurrence in the world and not a cause for any particular lasting enmity one has to presume state!Sarkaz went full Hitler on everybody else to earn that kind of shitlisting for the race or something...
Okay the Vampires being a Sarkaz subspecies probably doesn't help any, judging by how Warfarin describes most of her kind to be.
Speaking of connections to the Abyssal Hunters, I'd like to think Cuora is connected somehow. Conveniently has amnesia and has baseball bat and backpack made of unknown materials. No explicit connection to Skadi's sword, but... strong and made of unknown materials too...
Eh, this setting has no shortage of weird and creepy shit. Just look at things like the whole business with Red and "Grandmother", the metric fuckton of pure ominous that surrounds everything connected to Ifrit, or the implications of Nightingale's backstory. Or what the shit Mephisto pulls with the Possessed hints about Originium...
It's like Kal made a point of scooping up as many people with alarming backgrounds and connections as she can find pretty much just to have them somewhere she can keep an eye on, really.