I'd like to add as well that Thorfinn has that tense face only when he's alone without somebody, either it shows his determination and resolve into finishing his life goal...or he realized that his ways are flawed and that he has to keep a foot in the side of violence while keeping his other foot in the side of peace(well the threat of it, at least).
Maybe he planned with just those three warriors to bring weapons in case of an unwelcomed party of tribals and to keep the peace in the colony, While keeping it from the other settlers to keep them from bringing their own weapons with them that might result in violence.
Maybe we will see Those three warriors, Hild and Thorfinn shine in combat against a couple of tribals who don't take too fondly to outlanders settling in their fatherland, the next couple of chapters will probably be more exciting than the siege of jomsborg, next next month I guess
All in all, if my theory is correct then Thorfinn might genuinely be my top 5 characters in manga along with Askeladd.