Forked tailed devil, whispering death and whistling death are all likely myths. I've never heard any positive statement from the countries which supposedly used them that they really ever did. Especially in the latter two cases, if those are real we should know by now the actual Japanese terms used (I believe there is a German version of the P38 one, which still doesn't prove it's real, but lack of a term in the language pretty strongly implies it's not real).
I've heard the Beaufighter one was made up by a particular Allied journalist who worked in the Far East.
When did Allied air men make up names for opposing planes that implied they were afraid of them? So I doubt Axis airmen would, especially the Japanese. 'Death is as light as a feather, duty is heavier than a mountain': they tended to really believe that aphorism from the Meiji emperor.
Martin Caidin was (he passed away some years ago) a very entertaining and thoroughly unreliable, as to actual facts, aviation author. Nothing he wrote should be taken as fact just because he wrote it, or even said somebody else did (eg. lots of the stuff he said Saburo Sakai said in the supposed 'autobiography' 'Samurai'; Sakai later claimed not to have said or didn't recall saying, and most such things were otherwise demonstrably untrue, so I tend to believe Sakai's later denials). Just because Caidin said something doesn't automatically mean it's not true, but it has to be established separately from him.
The specific P-38 story should be in the unit records of the unit in question if true (that's relatively few fighter groups) or in the Missing Aircraft/Crew Report if it happened after they started keeping those (sometime in '43), and the date could be narrowed down.
Joe