Borknagar name copyrited?

What you probably will need to do (to do it "by the book"), is to get written permission from the copyright owner. And it should also be stated in your comic that the names have been used with permission.
The copyright owners in these cases would be Øystein G. Brun and Andreas Hedlund (aka Vintersorg).
 
to avoid problems, why dont you use similar names?
I mean, you can build a new other using the same letters =D
b o r k n a g a r
r a g n a r o k hehe, oh no this one already exists too :) but you got it