The mythological origin of Kaal Bhairav dates again towards the 1-story which can be the origin of numerous legends, from the Jyotirlinga on the 4-headed Brahma and also the institution from the supremacy of Shaivism. भक्तवत्सलं स्थितं समस्तलोकविग्रहम् ।  – which happen to be earth, hearth, water, air, and ether. https://arlinkdirectory.com/listings13075169/detailed-notes-on-kaal-bhairav