Asian dragons I would say are definitely okay - we created the Namibian Nightwing as an MH-species of dragon so if you were to do the same with, say, a japanese one (as we already have the CHinese fireball) that should be fine.
Other mythology - I'd steer clear from ghosts, myself, unless we're talking *a* specific ghost rather than an actual genre of them, if thatmakes sense. So it would be fine to have, for example, one really malicious ghost that enjoyed terrifying small children (I'm picking ideas out of the air here so they aren't good ones) that would work, but not to have a "species" of ghost that were found in one region. Unless there was a whole family who all became ghosts when they died due to a curse or something (now I like that idea... wanders off to think!) ...
I'm digressing. I think the best thing is if you sandbox stuff as it goes along and anything that seems weird or borderline, ask someone to check it out.
As for magic - when I was writing Sam's sheet, I invented some weird little branches of divination and the like that he encountered during his time in Southern Africa, so as long as it fits with the country, I think creating "new" magics would work most of the time

Hope this makes sense. I've typed it with a kitten snuggled on my lap and arms and my hands are fairly restricted!