" Audrey was holding a sprig of violets "
Violets are part of the Viola species.
The flower symbolism for violets is, amongst other things, modesty, faithfulness, love, virtue and watchfulness. This may be ironic, given the circumstances.
" He could keep walking north, and wind up in Alaska "
The name Alaska comes from an Aleut word, Alyeska, meaning 'great land.'
" He could walk to Patagonia "
Patagonia comes from the word Patagon. It was the name given to the natives of the area by Ferdinand Magellan who believed them to be giants. It is now thought that he was referring to the Tehuelche, a race of hunter-gatherers who were known to be tyically tall and fierce.
" Or to Tierra del Fuego. The Land of Fire. He tried to remember how it had got its name: "
Tierra del Fuego was also named by Ferdinand Magellan. When his ship approached the area at night, the land seemed to be on fire. He was in fact looking at the cooking fires of the Yaghan.
" He was standing beside a statue of a woman-like thing: her naked breasts hung, flat and pendulous on her chest, around her waist was a chain of severed hands, both of her own hands held sharp knives, and, instead of a head, rising from her neck there were twin serpents "
This is Coatlicue
, the 'Mother of the Gods' in Aztec myth. She can be both benevolent and deadly. She has a skirt of writhing snakes, and a necklace of human hands, skulls and hearts. Her breasts are low hanging from nursing, and her head is two serpents facing each other. Her hands and feet are covered with claws.
She is known variously as the 'Goddess of Fire and Fertility,' 'Mother of the Southern Stars,' 'Goddess of Life, Death and Rebirth,' and 'Mother Goddess of the Earth who gives birth to all celestial things.'
" The man with the white hair, with a necklace of teeth about his neck, holding a drum, was Leucotios; "
Leucotios was a Gallic god often identified with the Roman god Mars. He is a god of lightning.
" the broad-hipped woman, with monsters dropping from the vast gash between her legs was Hubur "
This goddess is also known as Tiamat
, a Babylonian goddess of the ocean. She is often depicted in the form of a dragon. Ancient sources contain accounts of her giving birth to dragons and serpents.
The Babylonian creation myth, the Enuma Elish, describes her as giving birth to eleven monsters to aid her son Kingu in his plan to seek revenge for the murder of his father (and Tiamat's consort) Apsu.
" the ram headed man holding the golden ball was Hershef "
Hershef is an ancient Egyptian ram god, likened to Ra and Osiris in the Egyptian pantheon and to Heracles in ancient Greek mythology.
" octopus-faced gods "
This may be a reference to Cthulhu, a fictional monster created by H P Lovecraft.
Neil Gaiman has stated that he is a fan of Lovecraft and grew up reading his works.
" as if an enormous crow was flying through him "
Crows belong to the corvidae. Also included in this family are jackdaws and ravens. In Norse mythology, Odin has two ravens called Huginn and Muninn (thought and memory). They fly around the world collecting information for Odin.
" 'The all-father made the world,' "
All-father is Odin, one of the principal gods in Norse mythology. He is god of war, death, wisdom, poetry, magic, the hunt and victory.
Odin is the same as the Old English Woden and German Wotan.
" and the flesh of Ymir, his grandfather "
Ymir is the grandfather of Odin.
The story of how Odin created the world from the corpse of his defeated grandfather has a parallel in Greek mythology, where Zeus kills his father Kronos.