It seems that a large portion of Myth is based on hindu mythology (e.g. Ravana), and based on what we know most of the people at the asylum have come to believe that the 3 main dieties are
Nyx - the creator
Wyrd - the preserver
The Leveler - the destroyer
now compare this to the 3 main dieties of hindu mythology
Brahman - the creator
Vishnu - the preserver
Shiva - the destroyer
As for the 'lago, he seems to be powerful enough, but as most races aside from the Bre'Unor and prehaps the Fir'Bolg (the Changelings too if they're sentient) are aware of him/it, I conclude that it is either a minor diety or a deamon of some kind (like Cartucke, I know Chimera sucks but trying to bring things together). The 'lago also seems influenced by the latest black company novels which have a cult called "The Stranglers" which worship a diety called Kina which they believe will rise again once they have killed enough people through strangulation (is that word?). There was a VERY similar cult in Indian history, I'll look into them.
Spider Gods are the real mystery, a popular theory is that spiders and fetches came from the same world, and that the gods which give the Fetche's thier power ARE the spidergods, which is loosly based on the fact that fetches are really gud at zapping spiders (they evolved in the same world) and that there are a lot of fetches in the Tain.