That baby snatcher, in case you do not know already, is Empusa. She is a vampire sent by Hecate to harass travelers. The artwork here seems to be a variant to that of Shin Megami Tensei. The color is different from the official artwork.
In most mythologies, the artists and the story-tellers like to leave it to the imagination of the people to interpret what they look like. For example, Arachne can be transformed to look like the everyday spider we see crawling about outside. Others change her lower half to be that of a spider. Some like in SMT give them simple spider limbs and leave the rest of the body untouched. It's all in the artists mind.
By the way, Miia is behind you, and she must be really mad at you for what you did. Better hope Kurusu Kimihito is there to block her attack (or give you the megaton punch so that she doesn't break the law)
This is all in fun by the way, I think your drawing is great. Mythology has always been in interesting study for me and everyone interprets things differently.