These folks are all interested in law, justice, and making sure the innocent are safe and the bad guys get punished.
The Norse god Odin's son, Tyr, is one of Horus the Younger's better friends. They have some things in common; they both have tough kings for dads, and both have been hurt in battles with other gods. (Horus lost an eye, but Tyr lost his whole hand.)
Ahura Mazda comes from Persia, and all he wants to do is destroy Ahriman, the god of darkness and evil. He spends all day plotting the best way to destroy Ahriman and his evil servants, and then he battles evil at night.
All serious all the time, Athena is Greece's first lawyer and the lady of wisdom and justice itself. Heroes and gods both ask for her advice, and submit to her judgment. You probably would too, if she thought you were worth talking to. (She's kind of hard to know.)