10
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Note: Despite the fact that the clues appear to be cryptic ones they do not truly and completely follow the rules of cryptic clues. They do have some resemblance to them, though.

Connect wall

A list of the clues (as they appear on the connect-wall):

A cruel and oppresive ruler loses his ant and rules the war. (3) (G)
Small knife with a tail is called the destroyer. (5) (X)
Consent to your mom leads death. (4) (x)
Operational system and eye part lead to afterlife. (6) (h)
Perplexing singers without gravity are beautiful but deadly. (6) (f)

A confused son of Noah stuck to a woman's apparel, he is the creator of all. (6) (A)
A rainbow bridge is frozen twice. (7) (f)
Headless letter desserts don't exist but fly and kill.(7) (p)
Lack of light, with head at the bottom, strangely that also describes my habitat. (5) (0)
The first woman makes a stroll with head and feet reversed. (5) (1)

A horseman gives a coin glued to bottomless ambience. (7) (f)
Rye beer-like doesn't end. What follows is a headless noble man. He is the wisest of all beings. (6) (X)
Thomas Hardy is burning on the inside. After all, he is a leading figure of writing and knowledge. (5) (B)
A siphon, split into two, then glued together the wrong way becomes the king of heaven. (5) (D)
Less hair is ruler of light. (6) (0)

Baby's food mixed with remains of fire is a good fortune deity. (7) (M)
Beheaded group of singers is a leader of falcons. (5) (F)
God of sun is at the end of Earth. (2) (R)
Small objects pressed together at an airplane will protect you. (6) (b)
Petrifying in more than one way, I am entertained, which is messed up. (6) (2)

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9
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The wall is as follows:

Tyr       Shiva   Yama    Osiris  Sirens
Brahma    Bifrost Harpies Hades   Embla
Centaur   Kvasir  Thoth   Indra   Baldur
Lakshmi   Horus   Ra      Wadjet  Medusa

And the groupings are

Norse: Tyr, Bifrost, Kvasir, Embla, Baldur
Greek: Centaur, Harpies Hades, Sirens, Medusa
Hindu: Brahma, Lakshmi, Shiva, Yama, Indra
Egypt: Horus, Thoth, Ra, Osiris, Wadjet

With symbols

N: GfX10
G: fp0f2
H: AMXxD
E: FBRhb

Ordering the symbols by the answers alphabetically, and treating those as imgur urls, per Gareth's answer, we get four letter grids.

Combining these grids, we get a bigger grid!

KSEIRYKLAVIR
DUGDOMUNHKIY
RHKIMQUEZGKE
OSUREBRECEAR
HESTIAURABRF
TBESLSNRTRTR
ASKGATHEIAIE
HKEARESNLGKY
PARVATIUAIEJ
ADOHYDVMKAYA
TISXOXUANNAN

With more mythology than you can shake a stick at:
Thor, Parvati, Vishnu, Modgud, Freyr, Freyja, Geb, Bragi, Hestia, Skadi, Amun, Valkyries, Bastet, Ask, Zeus, Set, Cerberus, Theia, Anubis, Hera, Styx, Aegir, Buri, Aura, Magi?, Odin, Hathor, Ares

Note from OP:

I am accepting this answer because Sconibulus practically solved the puzzle and obviously it could become boring and tedious to find all the mythical things I have included (despite them being only from the 4 mythology groups). The full list is as follows: AEGIR, ALGEA, AMUN, ANUBIS, ARES, ASK, AURA, AUXO, BASTET, BES, BRAGI, BURI, CERBERUS, EIR, EROS, FREYJA, FREYR, GEB, HATHOR, HERA, HESTIA, HOD, KALI, KARTIKEYA, KHNUM, KRISHNA, KUK, MODGUD, NANNA, OD, ODIN, PARVATI, QETESH, RHEA, RIG, SEKER, SET, SHU, SKADI, STYX, THEIA, THOR, VALKYRIES, VE, VISHNU, ZEUS

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  • $\begingroup$ Ha. I (independently) had the exact set, including the same wrong answer and the same doubt about it :-). $\endgroup$ – Gareth McCaughan Oct 7 '18 at 17:26
  • $\begingroup$ @GarethMcCaughan - how do you even get there? From the clue? $\endgroup$ – Maria Deleva Oct 7 '18 at 17:27
  • $\begingroup$ All the words and groupings are correct now :) $\endgroup$ – Maria Deleva Oct 7 '18 at 17:34
  • $\begingroup$ @Sconibulus I have the next step. If you do too, I'll keep off your toes; otherwise I'll post it. Let me know. $\endgroup$ – Gareth McCaughan Oct 7 '18 at 17:37
  • 2
    $\begingroup$ @MariaDeleva You don't get there from the clue. You fail to make sense of the clue and go looking for Egyptian protective deities. $\endgroup$ – Gareth McCaughan Oct 7 '18 at 17:37
5
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Next step

The solutions of the wall lead to

one alphanumeric character per solution.

Putting these

into alphabetical order within each mythology, and then using them as imgur filenames,

we find

the following grids of letters:
Hindu:
A S K G A T
H K E A R E
P A R V A T
A D O H Y D
T I S X O X

Norse:
K L A V I R
U N H K I Y
U E Z G K E
R E C E A R
U R A B R F
N R T R T R

Greek:
K S E I R Y
D U G D O M
R H K I M Q
O S U R E B
H E S T I A
T B E S L S

Egyptian:
H E I A I E
S N L G K Y
I U A I E J
V M K A Y A
U A N N A N

within which we find

Thor (Norse), Freyr (Norse), Skadi (Norse) and Kali (Hindu). (Also Hestia (Latin) and Parvat (name, I think, of a king and city both named for Parvati), but I don't think those are needed here.)

Perhaps

we're now meant to pick Kali, as odd one out? Or, more likely, there's some further step making more use of the grids. (I wondered whether perhaps there would be one horizontal and one vertical name in each grid, with the intersection letters being needed, but it doesn't look like it.)

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  • $\begingroup$ Great! You found the grids. The approach is a bit different, though. :) $\endgroup$ – Maria Deleva Oct 7 '18 at 17:52

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