The Genesis of the Sphinxes

The sphinx community have their own story surrounding the beginning of their species. Out of all the different Zartriites' versions of their creation, theirs is the closest to the truth.
The story marks a divide in the sphinxes' mythology's timeline. Prior to the Genesis of the Sphinxes, the way to the Underworld could be freely travelled by all spiritual beings. However the gods sealed it in the story, and forbade human and sphinx alike from even approaching the threshold, said to be located in Black Falls Cavern.

Summary

A host of fallen angels descended from the skies and flit from human to human, taking pieces of their souls, with plans to bring the entire human race with them to the Underworld. The sun god Lar, earth god Sidi and air god Hewca stepped in to stop them.
The fallen angels had opened up the entrance to the Underworld located in Black Falls Cavern and had just stepped inside when the gods caught them. With them, they had all the soul pieces, collected inside a vessel designed to ride the Underworld Falls without losing any soul pieces on the way. The gods sent the fallen angels down the Falls and sealed off the path, but could not destroy or move the vessel.
Each soul piece was developing its own sapience, independent of the human it had been taken from. These new entities were alive and desperate to be free, but had no physical form. The trio of gods took pity on them, and decided to create new bodies. They could not do this from humans alone without violating their own laws, so looked for an alternative.
The gods took pieces of other creatures and combined them with the soul pieces, which created the sphinx race. Lar's demigod son Solsto was charged with finding them a safe place to live, watching over them, and protecting them from humans.
Entering Black Falls Cavern was forbidden by the gods, and the place cursed to stop anyone from finding the vessel. The remains of the soul pieces still reside inside; the worst traits of humanity, which the gods had chosen to remove. Should they ever fall into the wrong hands, the deadliest curses could be unleashed upon the world.

Historical Basis

The Solar Triad used human DNA samples from a Niglaone spaceship combined with other genetic matter to create all Zartriites, including the sphinxes. Time-traveller Hugh Larsson Cassidy-Smith hid the ship beyond Black Falls Cavern until he could find a way to destroy it and the remaining contents.