Not exactly on point but there's a pretty good album by the group ASM (A State of Mind) called The Jade Amulet. It's a concept album set in the fictional ancient kingdom of Vabaria. The story revolves around Shalim, the last member of the clan Tan Suo. It's more feudal Japan than mythical, but worth a listen.

Here's my favorite song from the album, which features MF DOOM:

https://youtu.be/8CwZen9b5mU?si=7zulPl_C3dIvv4o4

Here's the full album:

https://youtube.com/playlist?list=OLAK5uy_kczb96S-2ull_Lmeed3NK-2PVaLv0dXRw&si=seBd02ESXY4wBUGU