I do think that the All-Father should be allowed - he's bipedal - he's just riding a friggin' horse! But I'm neither playing Vanheim nor running this game, and I guess part of the fun here is using some pretenders that don't get a lot of play normally.
Shedu ain't bipedal, sacred statue & Baphomet aren't mobile. Earth Momma I think you _need_ to have, otherwise Vanheim is stuck with two identical pretender choices - oh, air 2 or air 3!
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Wormwood and wine, and the bitter taste of ashes.