Marsyus was the son of Olympus and killed by Apollos, so this is a legend, not a true account.
Apollos was a Greek before being adopted as Roman, the earliest temple to him is in Athens from about 600BCE
There were no nails involved, Marsyus was tied.
He was tied to a tree - I don't know what the original Greek wording is used for 'tree' in the tale.
His method of execution was by flaying, not the same as the Romans used on Jesus.
Apart from that, the evidence is quite compelling.