It’s established very quickly — thanks to a forced confession from Ravonna Renslayer to Sylvie — that the TVA’s pruning batons don’t actually kill Variants. Instead, they transport them to a place in time called the Void, where they can be vaporized by a malevolent smoky-force called Alioth. The Void’s existence is obviously a highly-classified TVA secret, which is why Loki didn’t learn about it when he was asking for files from the clerk back in Episode 2, “The Variant.” That’s typical bureaucracy, just passing the problem along to someone else.
In Marvel comics, Alioth is closely tied to a notorious time-traveling villain who many fans are expecting to see very soon in “Ant-Man and the Wasp: Quantumania” — Kang the Conqueror, and he’s reportedly being played by “Lovecraft Country” star Jonathan Majors. The big smoky beast had his own temporal empire when he was originally introduced back in 1993’s “Avengers: The Terminatrix Objective” #1, but Kang constructed a time-barrier to keep the villain out of his own domain, called Chronopolis. That doesn’t sound too dissimilar to what the TVA has done with Alioth in “Loki” — trapping the entity in the Void so they can use him to wipe out pesky Variants and other things that don’t belong in the sacred timeline. More on Alioth and Kang later.
But Alioth only tries to wipe out living things that come into the Void, which means there’s a whole horde of references to the wider Marvel Universe (cinematic and otherwise). There’s what looks like a huge discarded Yellowjacket helmet from “Ant-Man”; Ronan the Accuser’s ship, the Dark Aster, from “Guardians of the Galaxy”; a broken down SHIELD helicarrier, and even a Thanos-copter, among plenty of other Marvelous hidden details.
So what about all those Lokis?