I look forward to seeing how Thorfinn is going to stick to his vow. I expect that he's going to pull a Thors and deal some serious damage to an entire brigade without killing a single one of them.
I too was confused by Canute's "Lost Love" line. I've been marathoning the manga in the last couple of days and the previous volumes are still fresh in my mind, but still, it doesn't ring a bell.
EDIT: come to think of it, the manga-ka has yet to cover Canute's marriages. Historical records showed that he was fond of his second wife, Emma of Normandy, that he had married around the time he took rule over England. Could the "lost love" line be referring to her?