A few points about what probably went wrong...
I have found versus the AI, and I imagine versus other players, one army does not cut it.
Your vanguard army sounded fine, but you should have had multiple armies of say 12-20ish helherdings/1-2 vankarls. This gives you a small stealth force with a leader that can cast lightning bolt and bless. I place them on a flank with hold position--->attack rearmost units with the vankarl placed directly in the middle of them scripted to blessing/lightning bolt/lightning bolt/lightning bolt!
As shown by
this video clip, giants are no match for lightning bolts!
Btw, when playing helheim there is no scissors/rock/paper if your using F9W9. You are the scissors, the rock, and the paper. Helhirdings are cheap to produce, atm can be recruited in any province with a keep, and they are GODS on the battlefield.