Comic book series by Neil Gaiman.
Title character is called Morpheus.
Described as “A story about stories,” The Sandman was a comic series that could tell any tale, in any time period, in any style or setting. Historical figures were common, as were allusions and homages to many classic works such as the Arabian Nights and the plays of William Shakespeare.
It seems to fit with the first two casting calls then the Morpheus one?