There’s no such thing as an impossible defence, of course. But it depends what you’re after. A tough raid defence that holds your cups, or an annoying war defence that soaks up enemy flags, will call for different approaches.
I’m by no means an expert, but one glance at your current line-up shows that it is very slow and passive, unless/until Alfrike manages to go off, and even then if Skadi is dead or delayed you aren’t going to punish them quickly enough. One of those healers definitely has to go, as you say, preferably replaced by some fast damage. I won’t try to recommend a team as such (you’d blame me when it died horribly, and you might be right!) but here are some thoughts.
If you don’t need Heimdall, what green could you put in place? Lianna C or Gregorian are good, Atomos a possibility (but not on wing), Zocc not good for defence as guaranteed to pick the wrong target, Margaret low damage but good for survivability. Thoughts on Heimdall being at wing if you do keep him: he’s there presumably for the res, but ressing isn’t what he does best and he’ll hardly ever fire out there, so consider if he could fit at tank or flank.
Yellow options: You have Odin, he’s got to be worth a try. Sif is good on defence but dispellable, Inari annoying but passive, Leonidas meh without costume.
Purple: if your team is not to be based around Alfrike, you could try Kageburado on flank and move Heimdall to the centre perhaps? Or sneak Hel in, though she’s a bit squishy by today’s standards. If keeping Alfrike, she may get the most mana in the centre but she is also quite likely to die before she can fire. If you tank with Heimdall maybe she could flank. But I’ve lost horribly to Alfrikes in both positions so what do I know? 
Red: Baldur has his uses, but he’s another stalling sort of hero who is very annoying for an attack but can’t keep them out forever. Marjana C could be quite nasty instead? I’m thinking neither Azlar nor Khagan would be strong enough to survive without costume, though spookily Khagan’s mana boost might have some utility in getting your slow damage dealers ready - would be interested in others’ views.
Blue: Skadi is great, of course, but Glenda is also a possibility sandwiched between two damage dealers. Otherwise if you swap out the other healers, Raffaele is decent.
So there’s some thoughts to play with.
