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The closest example to this you're likely to find is in the Norse realm where, for example, Neil Gaiman (shitty rapist) packaged up "Norse Mythology" which has his retellings of various found and fabricated stories. All of them have elements from quite old tales but were built out into complete stories by adding details. You can absolutely use the old tales to build your own full stories but there are embellishments added in by the author that are their original work - so derivatives of "Norse Mythology" will likely be discernable and copyright enforceable.
Another big example I can think of is Bram Stoker which would be a nightmare for copyright if he was alive today. So much of what we consider generically vampire is just his creation - but it's so fucking old that all those properties have now become the common mythos and the estate has no right to anything.
And as a last example... you ever wonder why D&D has a race called halflings? It's because they're technically legally distinct Hobbits. The Tolkien estate has been pretty loose with derivative works (a MUD I worked on had special permission to use the setting specifically granted by the estate) but they're sticklers about some things and the word Hobbit (due to the book title) is one thing they're really defensive about.
So my TL;DR is that a mythos can never be privatized but a mythos can be expanded and that expansion can absolutely be a private property. Sorry about using Gaiman as an example but he's literally the only person still alive that I could think to reference.