Depending on which combination of games you own, every legendary (non-mythical) is still available for capture.
At the first place, Mythicals aren't exactly available for capture (they did include some exceptions, like Celebi for VC Crystal and Deoxys for ORAS), but in any case just injecting the events should be enough.
You came to the right place.
While they are perfectly legal, it definitely is suspicious and shows the roots of hacking, that most non-event entries have PPorg as OT.
If you focus is only on Mythicals (and you'll catch the legendaries yourself), you could just drag the mons over.
Most Mythicals there are event Pokémon, so their OT are as per the event.
Region is not the same thing as Language caught in.
The names and language tag, is based on language, not region.
Pokémon caught in Gen 3 and Gen 4 games have the PID, IVs, gender, ability, encounter slot etc all tied to how the RNG subroutine calls for them. In other words they're all related, and it is well documented.
As such, you cannot willy nilly change them.
(Besides with Hyper Training, is there any real reason to changes IVs?)
If you ever wanna change them, read this:
https://projectpokemon.org/tutorials/save-editing/using-pkhex/gen-3-4-only-solving-pid-mismatch-r31/
Well most Mythicals are event mon, and if you wanna make them, just drag the Wonder card into the left side of PKHeX.
Note that you may want to change the region and sub region to the original region the event was released in.
Since that is something not indicated in the wonder card, you may wanna check some detail on it.
You could start by understanding how these events worked in Gen 6 and 7
https://projectpokemon.org/home/forums/topic/40444-a-collectors-guide-to-wc6-wc7-language-and-region-mayhem/