Krampus is based in the Alps of Austria and Bavaria. I am not to sure if he is norse, maybe more of a local myth. Sure he looks a bit like Faun or a devil but in the alps there are other "Schiachperchtn" (https://en.wikipedia.org/wiki/Perchta) that show up in Winter to celebrate the passing of midwinter and fade away after 6th Janurary nowadays

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