I agree with the spelling issue, and I would say it depends on how you are using the mythological figures. What you describe has an almost anime feel, with mythological characters wielding powers related to their attendant myths. If, however, you want the name to just be a source of inspiration...
FWIW, I would simply stick with what you write well. A lot of historical-sounding language is jarring for me because it is not language that the writer (screenwriter, etc.) is as proficient with. It is awkward and clunky and lacks the beauty it might otherwise have. I think for fantasy this is...
It might be worth considering what stage of development the 'Christianity' of your setting is in. Over time the primary symbols have changed, as discussed, from the first things like the anchor and fish to later the cross, and then even the sword. A lot was also borrowed from late Roman...
I would say, definitely yes. This is done a great deal - in Narnia, for example, though there it is barely disguised, and in Middle-Earth, as well as many other examples. Biblical stories and themes play out in many stories, most of which have no overt 'Bible'.