Nah, it's something from DYN Freaks itself. Took me a while to realize it.
Ok folks, allow me to break down the details.
First of all, let's take a look at the profile of the main character from Ourai no Gahkthun Anthology, Douglas Fairbanks:
https://vsbattles.fandom.com/wiki/Douglas_Fairbanks
(Copy his profile from here because I'm too lazy to search for original source as I haven't read Steampunk series yet)
Now, I want you guys to focus on 3 words: Akushinkage, Black Buddha, and Fu Manchu. What is their relationship with Demonbane Mythos as a whole?
1) Akushikage (悪心影 or アク・シン・カゲ in Japanese) is the name of the internation terrorist group that carries out assassination similar to the Ninjas, they worship the Black Buddha who resides in the Underground Demon World of K'n-yan. And here's the interesting part: Akushinkage is mentioned in BOTH Ourai no Gahkthun and the manga DYN Freaks. And guess the identity of the "Black Buddha" in question? That's right, Fu Manchu himself. This comes in full circle as Fu Manchu is also one of the characters in the latest installment of Demonbane Mythos, Zanma Taisen Demonbane. Not just some cameo or anything, but he will play a very important role in the Shanghai arc. K'n-yan is also mentioned in Zanma Taisen but let's not dig too much about it. Below is the glossary about Akushikage from DYN Memo - collection of setting materials for the manga DYN Freaks written by Jin Haganeya himself:
2) This is another interesting realization that it took me a while to connect the dots. So basically, in DYN Freaks, there's a brown-skinned guy who used the power of Type: Tindalos, he's one of the 13 Horrors aka Majins who are infected with the "Color" of Evil Gods:
i.imgur.com/4Dqn8tM.png
His name wasn't mentioned in the manga, however, it was revealed by Jin-sensei to be "Bronze" (青銅/ブロンズ). Bronze is the identity of one of the Ninja from the Akushinkage who attempted to assassinate Douglas Fairbanks. He appeared in the chapter "Wild Hunt" of Ourai no Gahkthun Anthology, the description is completely matched with the aforementioned dude in DYN Freaks. Or, tldr: same character.
And finally, we havee a short story where Bronze confronted Douglas himself, taken from the DYN Memo:
Ourai no Gahkthun Anthology is written by Jin Haganeya, characters from the novel have appeared and directly mentioned in Demonbane Mythos along with its settings and location, and the Fanzin book volume 1 has confirmed that Steampunk verse is a part of Demonbane universe. You can do the math.