As mulheres que amarravam a sombra na árvore do mundo

Não, as mulheres na árvore do mundo não são as irmãs Zorya.

A árvore do mundo é tirada da mitologia nórdica, de modo que a correspondência mais próxima das figuras mostradas na mitologia nórdica seriam as Norns. Aqui está um trecho da Wikipedia:

In Snorri Sturluson's interpretation of the Völuspá, Urðr (Wyrd), Verðandi and Skuld, the three most important of the Norns, come out from a hall standing at the Well of Urðr or Well of Fate. They draw water from the well and take sand that lies around it, which they pour over Yggdrasill so that its branches will not rot.

Por que eles ajudaram Laura ... honestamente, não há muito a fazer senão especular. Até mesmo Loki ficou intrigado com isso. O nome verdadeiro de Shadow é Baldur, e eu tentei olhar através desses mitos, e não há realmente nenhum corolário, nem Laura tem qualquer ajuste fácil nesse conto. Possivelmente eles simplesmente a ajudaram porque Shadow ainda tinha coisas para fazer depois que ele morreu, e Laura teve uma última parte para tocar em seu conto.

Eles são os Norns.

Acabei de ler estes capítulos ontem, e o texto do livro deixa bem claro.

Em primeiro lugar, eles definitivamente não são as irmãs Zorya:

There were three women standing by the tree. At first glance Shadow thought that they were the Zorya, but he realised in moments that he was mistaken.

Mas eles são irmãs:

They looked like a set of Russian dolls: a tall one - she was Shadow's height, or even taller - a middle-sized one, and a woman so short and hunched that at first glance Shadow wrongly supposed her to be a child. Still, they looked so much alike - something in the forehead, or the eyes, or the set of the chin - that Shadow was certain the women must be sisters.

E um deles é chamado Urðr, que significa passado:

The biggest woman, whose name seemed to be Urtha or Urder - Shadow could not repeat it back to her to her satisfaction - told him, in pantomime, to take off his clothes.

[...]

In his delirium, Shadow became the tree. Its roots went deep into the loam of the earth, deep down into time, into the hidden springs. He felt the spring of the woman called Urd, which is to say, Past. She was huge, a giantess, an underground mountain of a woman, and the waters she guarded were the waters of time.

_{Todas as citações são do capítulo 14 de American Gods , exceto o parágrafo final, que é do capítulo 15.}

Radhill e Rand já deram a resposta: eles são os Norns. Eu gostaria de mencionar que a resposta é dada explicitamente no capítulo 18. É quando Laura entrega o bastão ao Sr. Mundo.

“[…] Shouldn't you be further along on the whole road-to-rot-and-ruin business by now?”

“I was,” she said simply. “But those women, in the farm, they gave me water from their well.”

An eyebrow raised. “Urd's Well? Surely not.”

She pointed to herself. Her skin was pale, and her eye sockets were dark, but she was manifestly whole: if she was indeed a walking corpse, she was freshly dead.

“It won't last,” said Mr. World. “The Norns gave you a little taste of the past. It will dissolve into the present soon enough, and then […]”