Congrats on the improvements!
I’ll ask the nordic skiers to chime in, but I think it depends on how long you’ve been nordic skiing.
For example, my threshold tests uphill running and on skimo skis get the same results. I’ve put hundreds of hours into each activity, so my level of efficiency is probably similar. So I can do a threshold test incline running and be pretty sure that those heart rates would apply to skimo.
However, I only started classic skiing a couple of years ago, and it’s not something that I can do on auto-pilot. That being the case, I would never do a threshold test nordic skiing. Or, if I did, I would only use those heart rates for nordic skiing.
Similarly, on flat runs, my legs give out before my heart and lungs, so flat tests wouldn’t work for me either. Same with cycling.
Does that make sense?