Each kingdoms have own legends of past heroic immortal rulers.

In kingdom Fengbao ( in chinese mean storm ) every storm-creatures know adventures of brave and fun-loving Wu Kong.

In kingdom Midnight every centaur love heard legends of Chiron the great archer and teacher with great temperance.

In kingdom Tenebris ( in old latin mean darkness ) every umbra ponies give respect Abyss and his sense of justice.

In kingdom Tambelon every goat is amazed Odins great battle skills and sorcery thanks his prudence.

Trivias:
🔸️I give Wu Kong glowing markings in his fur and face, that look more mythical.
🔸️Wu Kong feathers on his head are actual lightnings.
🔸️Chiron is based from greek mythology his namesake.
🔸️In greek mythology Chiron was care by Apollo god of sun, as reference small sun on MLP Chiron's horns.
🔸️I give MLP Chiron starry/cosmos hear and tail, to reference his namesake know astrology and after death, he become constellation.
🔸️Abyss can create sword with crystals.
🔸️I like idea that Grogar and other goats/sheep have some relate some norse mythology, that why give immortal goat name Odin, ruler of Asgard and father of Thor.
🔸️Odin's bell can change into spear, another reference his namesake main weapon from norse mythology.
🔸️ Each immortals have attribute from Cardinal virtues Odin with prudence ( wisdom ), Chiron with temperance, Abyss with justice and Wu Kong with fortitude ( bravery ).