Dynamite Thor's friend (Open Sourcing)
From Jenny Everywhere Wiki
Dynamite Thor had a friend in the Foxverse who possessed a “multidimensional thingamajig” and helped him travel back and forth between the Foxverse and the 925th Universe (PROSE: Open Sourcing) to which he eventually moved on a permanent basis along with Glenda Sif. (PROSE: Lovie Dovie Stuff)
Behind the scenes
This explanation for Dynamite Thor's ability to cross universes was only given in the July 12th, 2024 reedit of PROSE: Open Sourcing.