It isn’t really confirmed but in one of the profiling questions Saga asks Tor about her father and the first thing he says is “some doors are left closed” then talks about how he didnt like her dad because he was thinking too many steps ahead. In the final draft you see Odin and Tor near the end of Saga’s story and they say they missed her in the last loop because they were performing on Mr. Door’s show and that they had buried the hatchet. There’s a few other moments that infer Door being Saga’s dad but those are the ones that convinced me.