My headcanon is that Reyni’s special affinity is finding things. People, yes, but also new galdrastafir, ancient churches, original souls of Kades… The two latter ones admittedly can be explained by finding people, but still. It seems to work both in the Dreamworld and the real world (case in point: the way he immediately fished Lalli up from the mud pond after Lalli was nearly drowned by the Tanktroll).
I like this one - since he does seem good at making up galdrastafir, which I personally suspect is
not common for mages. Or at least not without considerably more training than "literally none". Someone has to introduce new magic to the world when it's needed.
My headcanon is that the world has progressed to the point that it's time to start increasing the reclamation efforts - and that's what the expedition was part of. It's how they were able to get funding (which was a bit of an accident), then the gods ensured Reynir and the Hotakainens were there, and also arranged the bridge to break and for the transport ship to pick them up so their path would cross Anne's church. (I believe the initial plan was for them to retrace their steps and go back over the bridge - so nowhere near Anne, no way to save the ghosts)
Reynir being inspired to invent new runes that are particularly helpful in the silent world would fit into that idea.
I agree on your idea about how closeness in the Dreamworld works. He finds Lalli first because he’s physically near, and then Onni because… Lalli and Onni’s bond makes their havens be nearby? Onni is looking for Lalli, making him draw nearer? A bit of both? It’s too bad we never see any other Icelandic mages except for the condescending teacher who doesn’t do anything.
Lalli starts following him pretty much immediately - so it is possible he was guided according to that. Lalli very much wanted to find Onni, and honestly it wouldn't surprise me if Reynir was curious about him. (Can't remember if he knows Onni is a mage at that point? Or maybe his natural interest in people made him wonder about what Tuuri's brother was like?)
Again, sticking with my idea the gods had a heavy hand in this, Reynir being able to contact Onni was vital so that could have influenced it.
As for the Denizens, it might be they are dangerous to Reynir too but he’s just oblivious enough and lucky enough at the same time that he just dances over them never knowing how near death he always is. Although, Onni doesn’t say anything about them even when Reynir drags him onto a trek over the Ocean to find Anne, so maybe the surface offers at least some protection. Similarly, nothing attacks Lalli when they are looking for Onni together.
Onni doesn't really say anything about the entire thing, but that is true. Lalli certainly doesn't seem particularly wary either time he walks with Reynir, despite what happened the first time he saw Reynir, and Onni has nothing to say on it. So it is possible that's just safer.
The fact Onni and Lalli consider it rude (instead of being utterly amazed by the impossible happening) seems to indicate that some Finnish mages can cross the Ocean to visit each other. Onni can and does fly across distance, Ensi also had a bird Luonto. I wonder if it’s more common to have a bird Luonto and be able to fly or not and be stuck like Lalli is?
Early in adventure 1, the way Onni talks it seems like they would normally be able to safely visit each other except the kade is hunting them and is too, in the dream space, close for it to be safe. It makes sense for mages to be able to visit more easily.
The characters page notes that Lalli isn't a particularly interested student - and he doesn't seem to have as much mastery of magic as Onni does - so it's possible Lalli just ignored that particular lesson of how to cross the sea safely.
This page shows Lalli with a bird sillhouette and with the sillhouette he is able to stay above water a bit better. It
is possible that gets retconned and she changed her mind on his luonto. Personally I think that all Finnish mages can tap into their
sielulintu on the dream sea.
