>>17123103I think only the main Sinnoh mons can really be considered a pantheon in its entirety.
Arceus is the progenitor, which created the timespace dragon, which created the universe, and somewhere between those four humans the lake trio happened which gave emotions and free will and whatever to humans.
Mew can fit in here too but that's up to debate. And all the other legendaries seem to be regional myths like you said.
