Yes, set, I don't know the english name of him. I could have check wikipedia, but I'm so lazy.
Imagine a being with the powers of kill a person in the distance releasing a thunder and with no bow or proyectile visible. If you haven't seen a gun before, you would consider that magic. And the "god" capable of such powers, worth to worship. Or a flamethrower, or a granade. Maybe he was just lucky and appeared just before a solar eclipse.
I'm not calling ancient egyptians retarded or anything, just that we have stuff they couldn't comprehend and so they will fear (human nature to fear whatever we don't know)
It's the shadow of her hair, just like the other two in the comic there is a part of her hair that is not facing the light source, so the artist simply decided to draw that part of her hair in black for style.