Tin foil hat on
When Kratos kills magni, mimir states that the agardians have their own way of finding their way to asgard. This shows that for the gods death is not the end. Tyr was killed, this was mentioned by brok. I think that tyr is being held by Odin, this is a fair ascertation considering that tyr is, by his very nature, a defender of the weak and bringer of peace. I don't think that tyr would just sit around and let Midgard fall into ruin. I believe that something is keeping him from returning, I believe that something is Odin. This would fall directly into Odin's plan of destroying any opposition to his einherjar come ragnarok. This plan of Odin's is evidenced by Thor slaying all of the Giants in Midgard, a scroll found that admits Odin's involvement in the war between the elfs so as to keep them busy, and Odin corrupting the Valkyries to not do their jobs. If tyr were to come back he could restore peace on Midgard, this would be a big no no to Odin. And that is why Odin is keeping tyr hostage.
There isn't much strong evidence of this, but it's fun to imagine
© Post "Tyr theory" for game God of War.
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