Hera and Frigga are two completely different characters. They aren't remotely the same, never have been and never will be. They are two separate, and very different, pantheons. The Norse had their gods, the greeks had theirs, they aren't the same. What are you going to start claiming next, that Hercules is Thor? There are literally tons of comics that prove that is wrong. Even Marvel themselves have separated the Greek Pantheon from the Norse and DC has done the same.
And, Diana isn't even directly related to Hera anyway. Zeus was her father and he is no Odin. Not by a longshot.
And in the comics, I'm pretty sure it would have been mentioned. It never has and never will be.
Thor is not, and will never be, related to Diana.