Oddly, the idea seems to come from the runepriests, who predate the inclusion of Fenris into the Imperium and acted as a secretive order of engineers, (maybe?)scientists, and psykers for Fenrisan civilization throughout and after the age of strife, up until the current day, in-quest.
I think the runes thing is specifically from pre-Imperial Fenrisan psyker traditions.
This knowledge, plus what we've learned of Fenris also having a world spirit, leads me to suspect that in this quest Fenris might be a devastated and frozen Old Ones world.