I believe that the Order was founded by the Keraxe government, and here’s why:
They are called the Order of Aesir, which is the name for the main group of gods in the Norse pantheon. They include figures like Odin, Loki, Thor, and Frigg. Keraxe is a viking people, and in our world the vikings were the ones worshipping these gods. Furthermore, the Keraxe sails feature Yggdrasil, the world tree in Norse Mythology. The AU splits from our timeline at 100 CE, and the vikings were around until about 1000 CE, so the people of Keraxe are most likely descendents of vikings, and they still worship the Norse gods.
Wotan and his sons (except poor Jarson, whose name evidently means “son”, and Tiwaz, who shares a name with the Luwian sun god) all share names with Norse gods or their Germanic variants. Wotan is Odin (the leader/father) Donar is Thor (lightning) and Baldur (light/aether) is the same as the Nordic version. It is possible that they hadn’t started using the more recent names that we know today, so the names never changed.
Of course the Order of Aesir being named after a group of Norse gods doesn’t instantly make them related to Keraxe, but this is a fictional story, so it wouldn’t make sense for the main bad guys to have a name that ties directly to a group of gods that the side bad guys are probably worshipping.