Short story in this Anthology by Melissa Marr.
I'm a big fan of Melissa Marr's Wicked Lovely series and also enjoyed her Carnival of Souls, which has now been renamed "Carnival of Secrets". This story is totally different from any of that.
At her site she says this story is
"Nidhogg is real; society crumbled; inspired by Norse Myth"
According to Wikki:
"It's a Dragon who gnaws at a root of the World Tree. In Germanic society - was a term for a villian.....role of a horrific monster or in it's action of chewing the corpses of the in inhabitants of "nastrond": those guilty of murder, adultery and oath-breaking."
I think knowing this before you go into the story may help you be less confused as to who this "Nidhogg" is.
Just realized it looks like this is a fantasy story, it's not it take place in Modern world, which is why it could be a little WTF? at times.