Beta Ray Bill for Thor 4 or bust. More Surtur please!
Bring Sif back. And introduce Amora. Thor needs a queen. Please resolve the Jane story line better. Bring back Mjolnir. More Valkyrie. Somewhere in here there is a story.
I also think the films are prime for an adaptation of Jurgens' The Reigning. That would be pretty awesome. After addressing the themes of imperialism how about the question of divine intervention?
As much as I would love Zeus, Ares, Pluto and most of all Herc! - I think Wonder Woman has stolen that opportunity and with Thor/Hulk being best buds - Herc would seem redundant at this stage.
It's too late for Balder sadly (and by extension Karnilla). After the Thor Ragnarok twist yet another unknown sibling would be just too much. But if anyone could pull that off it's probably Taika.
I dream of seeing Mangog someday. Where is Ulik? And yes the Eternals need to make it to the MCU. (We've already been introduced to the Celestials.) Could the Eternals merge into the Greek mythology somehow? Plus Jörmungandr, Fafnir, Ymir, Gorr, Set, High Evolutionary, the Dark Gods, the Wrecking Crew?
There are so many potential storylines. But yeah Beta Ray Bill. If there's only one more Thor film - he's gotta show up. It's time.