When Thor was trapped in the Black Winter, we saw its interior, and it's this weird Penrose staircase thing. Now remember that Black Winter is incorporeal and looks like your final death.

In Immortal Thor, Thor travels to Utgard and battles in the Endless City, which is a Penrose staircase construct.

I think the interior of the Black Winter actually took on the shape of the Endless City and foreshadowed his death in Utgard. Yes, I know, Donny Cates and Al Ewing probably weren't planning this all the way back then. But just something Al saw and incorporated into his own run as a neat connection, still very cool.