Forgive my profound ignorance, as I am a rather new learner to Norse mythology. Please correct me if my recounts are in error.
From what I understand, Thor does not accompany the gods who travel across Bifröst. Instead, he wades through the rivers Körmt and Örmt when traveling to and from Asgard. Is it specified whether these rivers flow directly beneath Bifröst? Contemporary artwork on the subject seem to suggest this.
These rivers are mentioned in verse 29 of the Grimnismol:
Kormt and Ormt and the Kerlaugs twain
Shall Thor each day wade through,
When dooms to give he forth shall go
To the ash-tree Yggdrasil;
For heaven's bridge burns all in flame,
And the sacred waters seethe.
There are 2 prevailing interpretations of this verse:
The rivers themselves are believed to be just beneath the tree roots of Yggdrasil. As to your question, Yggdrasil's roots form very weird cartography, as this illustration details:
If we indeed take the rivers to be under the roots, then they are actually in the other realms. However, artist renderings do depict the rivers to be just under Bifrost, though there is no explicit reference to this in the Edda or Grimnismol:
No other information is known about these 2 rivers.
