Cú Chulainn is an actual Celtic myth. As it tends to do, however, the series takes some liberties. In the real story, Cú Chulainn and the Hound of Ulster are the same character.
Colm Meaney is yet another example of Star Trek/Gargoyles talent crossover
Greg Wiseman confirmed that the Banshee did love Rory, which is doubly why she kept trying to keep his past life memories dormant.
The Banshee's ego is what ruined her plans. Keeping the World Tourists captive lead to Bronx helping restore Rory's pas life memory.