If the Brynhildr Thundersong card is played to me and then my Ferrous Forerunner dies, can the Ferrous Forerunner activate its deathknell effect?

Yes, your Ferrous Forerunner can still activate its Deathknell effect even if an opponent has played Brynhir Thundersong this turn.

According to the established rulings for Brynhir Thundersong:

• Brynhir only restricts playing cards: Brynhir's "When You Play Me" effect prevents players from playing cards (taking them from a zone and putting them on the chain).
• Deathknell is not playing a card: A Deathknell effect is a triggered ability that resolves automatically when the unit dies. It is not considered "playing a card."
• Tokens are not cards: As noted in the official FAQs, Brynhir's restriction does not prevent the creation of tokens, as tokens are not cards.

Therefore, when your Ferrous Forerunner dies, its Deathknell will trigger and resolve normally, allowing you to create the two Mech unit tokens.