Bright morning energy here — I dug through my memory and a bunch of fan resources to give you a clear path. If by 'Diana the Valkyrie' you mean the warrior-woman figure who shows up in pantheon-style battle manga, she usually turns up in three kinds of chapters: the introduction arc where gods and champions meet, a midseries combat arc where her skill is showcased, and a later origin/flashback chapter that explains her legend. For titles that actually feature a Diana-like Valkyrie, check entries around those beats in 'Record of Ragnarok', 'Valkyrie Profile' adaptations, and any myth-inspired one-shots. Those series tend to place her debut in the early god-intro chapters, give her a standout fight in the middle of the volume run, and tuck a backstory chapter in before the final arc.
If you want precision, the fastest trick I use is opening the table of contents for the volumes around the arcs I mentioned and skimming chapter summaries — most official releases and ebook readers show short summaries that name featured characters. Fan wikis are also great: they list chapter-by-chapter appearances and link to scans or official chapter names. Personally, I always bookmark the chapter where her signature move is first used; it makes re-reading a blast. Hope that helps narrow it down — I always get a little excited when tracking down a favorite warrior's key moments.