And I think that’s somewhat missing the point of my answer.
There is no such thing as the Valhalla family. Valhalla is Season 3 and brings heroes of different families/kingdoms. Just like season 2 brings Atlantis, Lagoon and Sakura families. They are families on their own. There is no such thing as subfamilies. Just seasons and events bringing a number of heroes from different families to the game. So in that sense, the concept you describe exists (yea, seasons and events can bring multiple families) but it brings absolutely nothing for the family bonuses to combine heroes of the same season/event if they are not from the same family.
The only exceptions being what I said in my previous message:
- The Lunar New Year heroes actually all have their own family (even though the displayed name is the same but the bonus is different for each of them: Tiger and Rabbit) but they combine together as told by their family bonus description.
- The Untold Tales heroes have two families: Defenders of Atlantis and Nightmares of Atlantis, whose heroes combine together as part of the same family for the second part of the family bonus of those two families, but they also combine and participate with the standard (from Season 2) heroes from the Atlantis family.
Two other special cases are the Bard and Cupid families which share their family bonus with solo heroes (understand heroes who have their family bonus only at level one, so for families requiring unique heroes, if you have the same heroes twice in your team and no other hero from their family (hence their family bonus will stick at level 1), they will benefit from the Bard and/or Cupid family bonus too).
I hope this more complete answer clears things up.
Happy gaming.