Thanatos and Gemini
So I’ve been doing some research and I think the top three templates are ...
A Beast which has achieved its Inheritance by becoming a Beast Incanate, this would allow for transformation and through Heroes and the like an element of High Fantasy could be explored possibly with Changeling involved. Beast Incarnate are extremely power needing a minimum of Lair 8 and literally forming their own Myth.
Vampire is another obvious possibility with Auspex and Kindred senses giving Gemini a way to see while still being blind and a strong manifestation of Protean explaining the ability of transformation.
Demon also presentes a possibly with Demonic Forms and Glitches explaining some of the markings. They may not be full fledged Demons though they could be fallen angels, this is just something that would be different.
They also do not need to be the same template per say we could do some combination of the above.
For Thanatos I was thinking of having him be the center of a Krew of Sin Eaters mythology which will work well with either Beast or Vampire