Utilizing black, red, and white means Kaalia has access to almost every Demon card
The way his hands are positioned makes it look like he holds the location in the palm of his hands, maybe a symbol of all the destruction he is capable of if he just lets some attacks rip
Outside of introducing new cards, Shadows in Valhalla has some amazing competitive reprints for players, including: Mermail Abyssmegalo, Invoked Mechaba, Windwitch Ice Bell, Twin Twisters, Shaddoll Fusion, Gem-Knight Seraphinite, Aleister the Invoker, El Shaddoll Winda, Cyberdark Impact, and, the most important reprint, Ash Blossom & Joyous Spring
You drop it for 2 mana, and you equip it for the same
Meanwhile, Surtland Flinger might be a bit cute for its own good, although it does offer an interesting way to win through blockers with its Fling ability, which is legitimately frightening in a deck full of Giants (and Calamity Bearer)