What didn’t make sense? He was a paranoid schizophrenic and made up the whole Thor story in his head. The guy with the patch he thought of as Odin. He looked at the rich family as enemies and himself as the hero that stops them.
On another note. I want to make a dozen kids with Saxa.
He was literally acting out the delusions to escape the death of his father. He carried a hammer, acted as Thor, dressed differently, was suspended for definitive acts and sent to different school, etc. His Mom told him it’s time to grow up, meaning that he needed to stop putting focus in his childish belief of super human powers.
The ending seemed liked a chopped ending because the next season didn’t get funding.