The show may not come out and say it, but I'm suspecting more than more that Sylvie's nexus event may have been her decision to be a hero rather than a villain. When she was arrested she was playing with a Valkyrie toy, so maybe that moment would have been what set her off on the path to being that timeline's Valkyrie?
It's established that variants can *exist* so long as their actions don't move a branch close to the red line, which explains how the variants can look so different before they get pruned. Classic Loki was seemingly left alone for centuries and it's only when he attempted to leave isolation (where he could again affect events around him) that the TVA noticed him.
So similarly, Sylvie presenting as female wasn't in and of itself a nexus event, but her desire to be a hero was, because Lokis are "supposed" to be villains.
I'm working on making a replica of Sylvie's crown.
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The horns need more work, but I think the crown will work.
I think your biggest engineering challenge there is going to be getting the horns to attach and not "flop". Ideally you'd probably want at least the lower portion of the horns and the part of the band they attach to be all one solid piece, but that would probably require either 3D printing or old school (and even more expensive) injection-moulding. On the more affordable end of the spectrum, maybe use epoxy resin to reinforce the join and build a wire skeleton to support the horns under the foam?
Did they ever explain what causes the Lokis to look different? My first assumption was they're allowed to live and grow up until they cause a nexus event, and once the timeline is reset a new version appears. Or perhaps the TVA allow multiple timelines to exist as long as they go according to plan, then they get reset when a nexus event occurs, but that seems at odds with their mandate of keeping a sole sacred timeline.
In the mythology at least, Loki being a trickster is also a shape-shifter (though IIRC so is Odin, who's a bit like Zeus in that regard if you follow my meaning.) However, it's a bit ambiguous as to how that works in the context of the MCU since these Lokis all start out as cast of runts of Laufey, Frost Giant King of Jotunheim and I'm fairly sure that none of the frost giants every displayed shape-shifting abilities (not even when they infiltrated Odin's weapons vault, which would be the ideal time to do so.)
It's established that Loki learned magic from Frigga, which seems to be mostly illusion based but also extends to enchantment;
affecting the mind, and conjuration; creating/altering matter like say making a blanket, daggers etc seemingly out of thin air. So shape-shifting could have been one of them too I suppose? I mean it's essentially a combination of illusion projection, conjuration and duplication casting (which as Loki took pains to explain is a totally different power.)
