I'd like to write a story that uses bits and pieces from the myth about Ambrogio. Can I do that legally? I have my own version of this so-called myth and don't want to get myself in trouble if I use some of the info out there about this Ambrogio guy.
There is no historic Ambrogio myth.
The character is a Romantic Vampire Boy – a very recent addition to vampire tropes. The story is nothing like historic Greek myths, and gets many aspects of Greek mythology wrong. There is no 'Ambrogio' in classical Greek mythology, and the name does not appear in any Greek histories or plays – Ambrogio is not even a Greek name.
I'm not going to call the story a hoax, but his website includes un-ironic information about dating vampires and finding ghosts. The same author has a book claiming accounts of paranormal activity under a wizardy pseudonym.
He claims the Ambrogio story is true – not historic as a cultural myth, but TRUE as in the documented origin of real-life vampires who can't look in mirrors or go out in daylight, etc.
like The Castle of Otranto
The Ambrogio short story is presented as a pseudo-mythology with a vague backstory, 'discovered through esoteric research' in the vein of The Castle of Otranto (Horace Walpole, 1764) considered the first gothic novel. The Castle of Otranto was also claimed by its author to have been 'discovered' as a centuries-old translation of a long-lost medieval text.
It was of course a hoax – or to be kind, a hype-story that helped to sensationalize the novel (originally anonymous). It also appeared to lower reader expectations because Otranto was a raging success when everyone thought it had been 'discovered' from the middle ages. Once they learned it was just modern-day fanfic the book was cancelled, but the tropes lived on.
Otranto was so popular budding authors scavenged every page to create gothic tropes – hence, they all start with: Dear Reader, let me explain how this paranormal ghost story is the word-for-word copy of a completely authentic, 100% true, recently discovered ancient manuscript….
Fun fact: Mary Shelley was such a fan she used it TWICE in Frankenstein – the novel is a letter inclosing a manuscript..., and bizarrely Shelley used the trope for The Last Man her novel set at the end of the world. She has a whole prolog about someone 'discovering' a manuscript from the future... in a cave – she doesn't even try to make sense of it. It's just how gothic novels started.
What does this mean legally?
Writing critiques aside, someone wrote Hellenistic vampire fanfic and astroturfed it around the web as a 'real' myth. It's patently a work of fiction, and the publishing date can be proven. Despite the author's 'persona' and the un-truthful origin, the story has a copyright like any written work – but is Ambrogio protected by copyright if Belmont doesn't admit it is his fiction?
Copyright can't protect ideas. Anyone can make up a drama about generic vampires. Greek gods are 'stock characters' across all media and fiction. You are free to mash them up in any story. You can write your own generic vampire origin story involving Greek gods, or space aliens, or Egypti- oh wait, Anne Rice did that to death.
But, copyright does protect original characters. Ambrogio the character is the copyright of Mike Belmont, the author who made him up.
Belmont's actions suggests that he wants people to believe his 'myth' is historic – or, he is maintaining a public persona that blurs the author and his works into a coherent fiction-world – but honestly it feels more copy-pasta than post-modernist. I'm not sure he deserves the Otranto comparison.
I suspect that Belmont would be thrilled to see his original character adopted – it requires multiple storytellers to build a real-life myth. However, I also suspect that any author could become jealous if another writer had more success off their original character. Authors can be litigious.
Also internet hoaxes leave a bad taste. Remember the lesson of Otranto, readers didn't like it after they knew it was made up, it wasn't important whether the 'hoax' was malicious or just artistic license. I don't know how to characterize Belmont's website, whether he's 'a hoaxer' or 'embellishing his persona with cringe world building'.
Belmont has legal copyright over the character. He has not formally declared the character to be in the public domain. However he has taken deliberate actions to make the character appear to be in the public domain (probably to drive traffic to his website).
I don't think the OP can claim ignorance after calling it a 'so called myth'. The author is known, the story is published on his website. As I mentioned in my comment, his contact info is there, just ask him.
If he refuses, may I suggest you could always 'discover' another even older-er manuscript with the REAL-real original origin of vampires…?