They can only help one of them - the wolf, bound in magical chains. Hel doesn't need them; Jörmungandr is happy ruling the seas; the twins gleefully work for Hel; Sleipnir is still Odin's chief mount and Loki is just too weak right now to take on Odin and win. (Just a few more years, he whispers into John's neck, wings around them both. Just a few more years.)
But the wolf. The wolf they can save, if they go about it quietly.
Dean's angel, juiced up from his latest upgrade (John has quit asking) turns out to be the linchpin. Only he can touch the chain without being zapped, so he grips it lightly, tells the wolf to be calmed, and pulls it away.
Sam chants the spell to shield them; John watches for any guards (especially that Heimdallr guy); and Dean touches his angel's shoulder when the angel sways, holding the chain that bound Loki's son.
"It is done," the angel says, dropping the chain at Fenrir's feet.
Fenrir surges up and Loki sweeps them all away, to one of Cas' safehouses.
It's a month before Fenrir has regained enough strength to learn how to change his shape. He hides as a wolf-hybrid, part of their team now, and he's fiercely protective of them all.
When the Æsir notice that the wolf is gone, they nearly tear the worlds apart looking for him, but they don't find him, or Loki.
(Just a few more years, Loki murmurs, fingers massaging Fenrir's ears. Just a few more years, and your brother will be free, too.
Fenrir rests his head on Gabriel's knee, and John looks at Castiel, who nods before going to Dean.)