To me, the Edwardian Era lends itself particularly to a grand mythology because of the entire nature of the Age, whether displayed in the Arts, its social reforms, or even the political climate.
The Edwardian Era was called the Gilded Age for a reason. While the overt ostentatiousness of the Victorian Era had been discarded as too stifling, a love for the fantastical was sweeping Great Britain. Prominent figures such as William Butler Yeats and Sir Arthur Conan Doyle expressed firm belief in faeries and other beings of that nature. England and America alike fell in love with J.M. Barrie's stories of Peter Pan and the fairies of Kensington Gardens, while artists such as Arthur Rackham were known particularly for ethereal (and sometimes dark) illustrations depicting otherworldly creatures. Though the convenience of Industrialization impressed the minds of the Western World, the imaginations of both children and their parents were drawn to fantasy. This fascination with the otherworldly extended into everything from fashion, home furnishings, and architecture (see William Morris and the Art Nouveau movement in particular) to advertising and entertainment (Alphonse Mucha was among the most prominent figures in advertising). Underneath the yearning for electricity, motorcars, and innovation was a passionate interest in the realm of fantasy.
In Edwardian society, change was in the air, and it wasn't always met graciously. For many, the Suffragette Movement is the first social cause to come to mind when they think of the early 1900s. It was undoubtedly a source of contention, which I think is a perfect reflection on the character of Wendy Darley (Darling, in Barrie's original story); she is underestimated by the Immortals she faces in much the same way her opinions are dismissed by society at large.
For all of the educational reforms and charitable societies of the upper classes, England still struggled to shake off the pervasive class system of the past. One of the more tragic examples of this would be the prioritizing of First-Class passengers for lifeboats during the sinking of the Titanic in 1912.
The Lost Boys, as orphans with no knowledge of their origins, would have been seen as invisible at best, or at worst, destined for a bad end. To place them in a supernatural struggle going on under Mortal London's nose was a reflection of this. Wendy, her brothers, and the Lost Boys all face an aspect of discrimination, and the supernatural pressures placed on these characters forces them each to adapt and grow beyond their circumstances.
Politically, 1911 was equally turbulent and optimistic; in that year one world power crowned a new monarch while another watched with growing enmity. Whispers began to leak into the media of tensions rising between England and Germany (dismissed as alarmist nonsense by many) as England prepared for King George V to lead them into a reign as grand as the two preceding him.
In The Shadow King, otherworldly rivalries are also reaching their limit, hinting of the possibility of two ancient beings bringing war to Immortal Londinium, and by extension, to Mortal London. A struggle for the high seat of Netherland (an otherworld that influences the dreams of humanity) is brewing, and if it comes to fruition, the resulting clash could well be a war to end all worlds. The entire nature of the struggle between gods, faeries, and witches reflects the gear-up for WWI, and like the Great War, it's the young soldiers and their loved ones who pay the price.
Myth and history have always come hand-in-hand for me. Humans write stories, be it myth, folklore, or science fiction, to share truths about in the world around us. The Shadow King is a fantasy, yes, but its setting and real-world grounding brings it home to 21st Century Readers. We'll never know what it's like to have been abducted to a dream-world as children and the struggle of coping with the aftermath of that event, nor will we experience what it's like to be hunted by homicidal deities -- and certainly, we aren't likely to be told that we're somehow supposed to clean up that mess and head off a supernatural World War. However, the issues of disability, classism, sexism, or simply feeling out-of-place in a rapidly advancing world are among many we face in the modern era. In a sense, writing a fantasy story set in the Gilded Age was the most natural choice I could have made; whether a hundred years ago or today, humanity shares a longing to escape a mundane world, and to lose ourselves in something rich and strange -- if only until the book's final page.
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