No, no mythical beasts, that includes gods.

See it this way, how would the world be if these factions existed. So in a sense it isn't mythical but rather a historian's view on them, a pragmatic view sort of.

Problem is I have no factions for the Caucasus, Russia or Spain.

I have dabbled a little with a Samnite faction in the south of Italy, but that would leave the Aenids a bit hemmed in compared to the other factions. Yet it feels strange that Sicily and southern Italy should be rebels only.