If you put these two game cinematic scenes together from ‘GOD OF WAR: RAGNAROK’ and ‘GOD OF WAR: LAUFEY’ you can see Kratos finds Faye in the afterlife since Thor momentarily kills him but after a few seconds, Thor brings Kratos back to life by using Mjölnir lightning.
The way he puts his little paws behind his back to mimic the keeper is pure genius.
He's got that "retired and taking a morning stroll" energy down perfectly!