Fort of Gymis

Waddell is refering to his own translation of the Eddas, which he published as "The British Edda" with the informative subtitle "The Great Epic Poem of the Ancient Britons on the Exploits of King Thor, Arthur or Adam and His Knights in Establishing Civilization Reforming Eden & Capturing the Holy Grail About 3380–3350 B.C. Reconstructed for First Time from the Medieval Mss. by Babylonian, Hittite, Egyptian, Trojan & Gothic Keys and Done Literally into English."

He believed Snorri Sturluson had misrepresented and mistranslated the original stories. The "Fort of Gymis" does not seem to appear in the standard copies of the Eddas. You will have to find Waddell's translation to see where it appears.