I just listened to Fugue State on Julian Simpson's website, which also mentioned Pleasant Green, and is also definitely worth a listen. I still have yet to listen to Mythos, so I don't know how closely they are actually related.
The 'Pleasant Green' mentioned in Fugue State could be the same 'Pleasant Green' from Mythos. Actually it's probably the same, as the character 'Johnson' is in both productions (played by Tim McInnerny in each) and seems to be the person that's in charge of the 'government department' that's conducting the investigations.
Pleasant Green is also in at least one other production from Julian Simpson that I know of (Fragments).
All of the radio shows on http://juliansimpson.uk/radio/ are well worth listening to, with great casts and interesting stories.
Hopefully Mythos will be commissioned for a full series.