Minecraft wiki entry for Stygian_Witch, associated text: The name Stygian is in relation to the River Styx.
The Stygian witches are called Graeae in Greek Mythology. There are three of them with the names Deino (or Dino), Enyo, and Pemphredo (or Pephredo). These names are not given in the series.
The Stygian witches in the Minecraft Mini-Series are based on the "Witch" minifigure in series 12 from Matel which in turn was based on a texture for the witch in the Greek Mythology Mash-up pack.