I recommend adjusting your lists, adding more names and finding something you both like, it's the only way. I get the struggle because my husband and I have really different styles.
No, I don't think it's weird. Many people pick French names without French ancestry (Élodie, Sophie, Sylvie, Jacqueline) or German names (Heidi). Freya is super popular in the UK and I doubt most parents have the ancestry which is fine.
Does your husband have any preferences regarding the specific country? Names from Sweden, Finland etc. sometimes overlap but they can often be quite different or be pronounced differently. To me it's sort of like saying "I want an Eastern European name" without considering the different languages, names, origins, pronunciations.
Just wondering if he has a preference so I can suggest better suited names for you and I would suggest doing a bit of research on the different cultures. My guess is he is mostly into Swedish names from looking at your list?
Gudrun - you already said that you won't use this one and I can see why because it does sound a bit old fashioned. But I do think it's sort of mysterious and cool, it means "god's secret lore" which I find super intriguing so I can't hate it.
Signe - if you are not native speakers my guess is that many people won't get the pronunciation right. I have a friend called this and it's not that easy to say.
Sigrid - it's fine but very much the same style as Gudrun to me so I do find it old fashioned.
Astrid - this was on my list and I love it but can't get my husband on board. I find this more ready for a comeback than Sigrid or Gudrun but of course that is just my opinion.
Saga - this is pretty but not sure it works that well here.
Suggestions:
Freya
Runa
Lumi
Elsa
Lilja (my friend is named this and the J sounds like a Y)
Alma
Selma
Ebba
Maja (we have Maia on our list)
Kaja (we have Kaia on our list)
Agnes
Alva
Wilma
Hedda
Juni
Liv
Tyra
Stina
Hilda
Lovisa
Sunniva
Solveig
Ronja
Ida
Linnéa
Elina
Aino
Ingrid
Inga
Hermine
Sanna
Nora is used in many Scandinavian countries, maybe let your husband know. I like Nora but it's a bit trendy now.
These are names from all kinds of countries so it depends if he wants them to be from a particular language or country.
Hope this helped and good luck!