Damn, since the concept of "old pirate" is vanished, we could have had something centered around them. A pity there's no sea in Gensokyo to suit something like this (although they could be "flying air pirates").
Moreover, there are SO many western monsters/gods/religions/whatever, that sometimes i wonder if ZUN ever thought about a western "Land of illusions" that collects forgotten things on the other side of the globe. This would explain where most of the non-japanese magical things drifted after they were forgotten, and also where Yukari got those hobgoblins from, since they don't look strong or powerful enough to survive in the outside world, like Mamizou did.