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Mythical Pokémon seem to be just really rare or nearly nonexistent Pokémon that aren’t classified as legends. Marshadow has that “pixie” kind of thing going for it. It’s incredibly elusive because of its timid nature and its abilities make it even harder to spot. The dex entry even states that until recently it was thought to just be a myth. Volcanion got small bits of ingame lore (minimal though) that described it as a Pokémon that was known about but had almost no actual recorded evidence of its existence, so basically a cryptid. Zeraora just doesn’t even seem mythical. It’s a literal fursuit, it doesn’t even look the part of a mythical.
