The story of Loki's current lives is pretty complex. It starts alllll the way back at the final Ragnarok. Loki, along with all the other Asgardians, died in that Ragnarok and his spirit migrated to a human host. Thor ultimately resurrected all of the Asgardians, pulling their souls from their hosts and recreating their bodies. Loki was a woman for a while because he hijacked Sif's body, but that's another story.
Later, Loki was murdered by the Sentry near the conclusion of
Siege. He'd set the events in motion that led to the Sentry's attack on Asgard, but he had a change of heart and ended up sacrificing himself in a (sadly failed) bid to save Asgard. But, due to some time travel and other machinations, he'd rigged the game so that he would be reborn again, this time in the body of a young French thief. Thor, not content to let his brother stay dead after he'd finally found some shred of nobility by fighting the Sentry, found this thief and resurrected Loki. Unexpectedly, Loki's new body was that of a young boy. Turns out those machinations had been to basically rewind the cosmic record, stripping Loki of all his sins and allowing him to get a second chance at life with a clean slate, which apparently meant starting at childhood again.
Kid Loki got into his usual mischief but was determined to make his second chance count, so he usually stopped shy of outright evil. He was still underhanded and deceitful, but he tried to use those skills for good this time. The Allmother--the three goddesses who currently rule Asgard--decided to take advantage of Kid Loki's earnest desire for redemption and cunning skills by using him as a secret agent of sorts; he'd run covert missions for them so they could maintain plausible deniability and they'd pardon all the sins from his past life (because although he was technically a new version of Loki from a cosmic standpoint, everyone still remembered the old Loki's crimes and still hated Kid Loki for them).
Ultimately, Loki's previous self, who still existed in the form of Ikol, a magpie who was giving Kid Loki advice, managed to destroy the new Loki and take over his body. But the original Loki still wanted his second chance, so he continued acting as Kid Loki would, basically hoping to con his way to redemption. Due to some events in the last
Young Avengers series, Loki was then aged to young adulthood, which is where he's at now.
At the start of
Loki: Agent of Asgard, the Allmother had Loki steal a container, which turned out to be holding an older version of Loki's soul. This Loki (call him Old Loki) is from the future, and once the current Loki learned about him, he was pretty furious because his existence implies that Loki will eventually fail in his quest for redemption. The Allmother's actually okay with this because they just see that as Loki returning to his true nature, which they figured was basically inevitable anyway. So they're now using both Old Loki and Loki for their own ends--Old Loki gives them advice and warnings of what's coming (while obviously running his own game on the side) and Loki still performs missions for them (although he's started to run his own game on the side too, which is supposed to be leading up to a heist that'll free him from both the Allmother's control and his own apparent destiny as Old Loki).
Phew.
Is that part of Thor now or is that just due to Angela showing up?
I ask because they have somewhere like a million different versions of Hell and Heaven and other afterlifes in the MU so a new version of Heaven isn't anything new. If it's just part of Angelas backstory I'm pretty sure it's not a new realm and the original 9 still stand.
Heven is just another realm. It has literally nothing to do with the biblical Heaven. It's just a realm that was connected to the Nine Realms of the Norse, but it was somehow cut off and stricken from the history books due to a big conflict in the distant past. The people there appear to be winged, angel-like women who are obsessed with payment and justice--the hardcore, biblical sort of justice where an action results in a consequence, period; no appeals to mercy, no nothing. Angela herself is apparently the daughter of Odin and Frigga/Freyja, making her sister to Balder, half-sister to Thor, and foster sister to Loki. She was kidnapped at the end of that aforementioned conflict and raised by the 'angels' of Heven.
Pluto?
Pluto? Corp, we need to stage an intervention ASAP. You use Roman names?
Marvel uses Roman names, brah. I prefer Hades too, but he's almost always called Pluto in the comics. Hades is usually reserved for the name of his kingdom.