The Faun
The faun (Capranthropus faunus) also known as the "silenos" or the "satyr" is a bipedal bovid native to Greece and Rome, but originally came from Planet Olympus. Males are more common than females, and they were believed to be an all-male species for a while too.
Olympians
The Olympians are a race of energy-based beings from an extradimensional planet called "Olympus", who were worshipped by the ancient Greeks and Romans. But since humanity has long outgrown their need for deities, they no longer seek worship, and thus returned to their homeworld. As for their past attitudes, being immortal gave them plenty of time to reflect on their past misdeeds and nowadays they've decided to better themselves.
Their lineage can be traced back to insanely large humanoids known as the "Titans", specifically as offspring of the ones named "Rhea" and "Kronos".