@MissBadWolf - in Marvel comics, Thanos is the consort of Lady Death. In the comics, he wanted to wipe out life (or at least half of it) as a gift to Lady Death because apparently she thought the fact there were more people alive in the present then ever died was a cosmosic imbalance. NOTE: this is the Marvel comic book version of events, not the Marvel cinematic universe version.
As others have said, Hades was head honcho in the underworld. If I remember correctly (and it's entirely possible that I don't) then the Fates might be more in line with what you're looking for in a grim reaper. They were the ones who held the strings that made up everybody's mortal lives, and cut them with scissors to end that life. But as others have also said, you're writing about fictional characters from thousands of years ago. Doing something new with them might actually be better than just reusing the same old formula people have seen a hundred times.
