So where did the Mythics come from? Europa?

Just Earth in general. It's something that's kind of addressed but not directly and doesn't really become an issue until much later. Basically it's going with the notion of most of the mythological species existed on Earth and just used Con (illusion) magic to hide themselves. But when humanity started getting close to explore space, they decided to show themselves. When they went into space they sort of built two kinds of ships. The more magical went with smaller ships that capitalized on their abilities better and those without magic went into the standard earthling fighters you see in a lot of scifi. The Consortium moved too close to a terran base and the human fleet attacked to try and back them off while the more magical side insisted on just leaving them alone. After the Battle of Mars the tension between the two groups came to a head and they had a civil war, with the ones calling them the Mythics winning.

Of course, between having amongst the strongest magic and a lot of political maneuvering, the Kitsune and Dragons ended up basically taking control over the entire empire, though the Dragons being as territorial as they are almost never leave planets. Well that and it allows me to be lazy and have fewer races from the Mythics to keep track of.

So what other Mythic races are there? Vampires? Werewolves? Zombies? Witches? Etc?

Well the transforming races don't exist simply because that doesn't align with the way I have magic set up. Undead also don't typically show up since I don't consider them alive. Vampires probably could exist and have a big market out there (probably running blood banks or synthetic blood manufacturing facilities). I just don't really see much reason at the moment to make a character of them. Of what is already in the story (as far as I've written). You have the ogre from the very beginning. the leader of the shadows is some kind of lynx creature. Cerise's familiar is a unicorn. Anon's familiar is a kudagitsune. There are a couple of dryads helping with the food production as well as a siren and a gryphon helping Carol in running the communications of the station.

Are there any, say, centaurs and satyrs? Or taurs in general? Is the Sphinx still alive, and are there mermaids in space?

Centaurs and satyrs, definitely. Probably some sphinxes as well. Mermaids do exist, but most non-Jhereshii ships don't typically do all that well with having all their electronics being constantly encased in water so they tend to pick a planet and stay there. But there are not any real gods. So though the various mythological creatures made by gods do exist, but the gods themselves do not. Or at least do not anymore (Hercules would have existed, but he died way back in ancient greece). But there are some interesting religions founding from people who still hold these gods as existing or on another plane of existence. True immortals also don't exist. There are some species that are extremely long-lived (Kitsune typically live up to 1200 years, Dragons can live up to 2000 but usually just stop living after 8-900 and the Raeshael and Habenceun races do also have some species on their worlds that can live upwards of a thousand years, though those two do not) but nothing that cannot ever die.