Jesus

Jesus is the most fitting guess (he was called The Good Shepherd therefore the staff maybe ?) but I think Moses, Petrus or another Apostle are possibilities.
My theory at the moment is : The Black King is Jesus humanity, he resurrected as son of God but all his pain and suffering were transfered to the Drifters world.

The healing ability that the Black King showed, as well as his words, "I tried to save humans. But I was denied." led me to the hypothesis that he is the offscouring of a "mortal" Jesus that died on the cross. But yes, the shepherd's staff alludes to Jesus as a shepherd, and his name, "Black King" may allude to Jesus' title as King of the Jews

Jesus is most likely based on the above, but yes, it could be another Apostle (or another figure from a different mythology, but unlikely). Though I think the healing factor, and the concept of "brotherhood", suggests Jesus.

Also, Jeanne D'Arc, was burned at the stake - a form of execution, and she is an offscouring. There is thus a relationship between offscourings and people who were executed (wrongly) - and which execution is more famous than Jesus' crucifixion?

is that the staff has a dragonfly on the end of it. Also, scars on his arms. Onions?

Scars: Jesus was flagellated before crucified but then why hasn't he any scars of the crucification itself ?
Dragonfly: Dragonflies were symbols of the devil in mediaeval times if I remember right

Anastasia and Rasputin were murdered not executed, I don't know about the Shinsengumi guy though.

Probably the main reason I can't really warm up for the Jesus theory is because I don't like the idea of Jesus becoming a bloodthirsty emperor, but the mangaka butchered Christian mythology pretty good in Hellsing so I think it's very likely that the Black King is the offscouring of Jesus.

At the moment I can't think of other mythological figures killed by the people they wanted to save, ideas ?

Adolf Hitler founding another discriminant empire, then committing suicide.

the puncture scar in the black king's palm

Jesus of course. I don't believe there was any other "famous" person in history who healed others. But I guess what is questionable is that Jesus was killed and then "revived" and finally returned to Heaven. However I am assuming if he was Jesus, this would be right after he was killed. And will probably end up like Adolph Hitler in the story. At first I thought he was Adolph Hitler but that one chapter cleared that one up.