I don't think we can just change standard chess.. especially for something like this
The Valkyrie should be in standard chess!
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Several GM's have argued that the Amazon is too strong, and spoils the game. Because it combines the moves of all other pieces, it has no 'blind spots'. It is more interesting if every piece has at least one weakness.
If you need extreme then play Perfect Chess.
And by the way, the Amazon has many alternative names. One of them is an Angel from D'Autremont Angel Chess. In Angel Chess, this strong piece does not spoil the game at all, since the author introduced a rule according to which an Angel cannot capture an Angel if the piece is visually guarded.
Honestly, I didn't even know it was commonly called the Amazon until a minute ago, but hear me out: it's a godly powerful female warrior on a horse, so it's pretty much a perfect name for a piece that combines the powers of the Queen and the Knight! That, and I honestly don't get the Amazon etymology.
But also, how much different would standard chess be if the Valkyrie was a promotion-only piece in it (which kinda also works thematically, as Valkyries come from Valhalla)? I'm guessing that pawn promotion races would be overwhelmingly won by the side which gives the first offensive check, and being that a Queen promotion is usually a once-per-game event at best... why not incorporate it into standard chess? Is there any strong reason for that, other than pure traditionalism?
(Note: I'm not necessarily any die-hard/staunch supporter of changing standard chess, I'm just pondering small QoL changes I feel could be cool and/or helpful. Last time I pitched banishment chess/rain chess as a variant to help reduce draws, I got quite an earful from the gawking rabble just because I dared to imply that maybe it would be good for the chess metagame overall. xD)