Hmmm . . . we could have gone to find refuge with the Saxons - assuming they're not trying to convert everyone to Christianity willy-nilly. Thinking that other Nord tribes wouldn't take him because of his pagan faith - or because of his exile - Arne would have gone to the Saxons, then, since he would be with a people that would respect him and recognize his worth through his axe and sword-arm.
So, maybe he was given advice by someone that the Saxons would accept him, and gave Arne the name of a Saxon ship captain (or maybe a group pf Saxon mercenaries travelling overland) that would take them to Saxony. Only it was a set-up. For whatever reason (the hidden enemy), the so-called Saxon benefactors turned on him (and after he paid the dogs for safe passage in good faith!), and chucked him in prison. Arne wouldn't know that he'd been set up; he'd only know that the Saxons took his money and betrayed him. That craven and deceitful act went against everything he stood for, and now he dearly wishes to make all Saxons pay for their treacherous nature.
Now, is Michelle's character going to be Arne's sister after all? Or perhaps a cousin? She could have joined him in exile if other people in her tribe were starting to threaten her and her family for her refusal to convert. But . . . if we worked with that hook, wouldn't Michelle's character simply stick anyone threatening her with a dagger, as befitted a Nord? Or maybe her own father had converted, and had cast Michelle's character away because she refused to convert? Or . . . as Craig suggested, maybe the chieftain ordered his people to convert to Christianity, and she refused. Anyway, just some suggestions there.