Honestly, the concept of Folklore, in general, isn't a topic often broached on this forum. It'd be interesting to see the stories people in Imperial America or the peripheral breakaways would make up over the years. The narrative makes sense. It gives these breakaway states a reason to preserve their independence against the evil Government. "Why are we separated from the Land of the Free?" "Because they're secretly being lead astray by literal demons from hell." Faceless Men that look just like human beings sans the lack of a face seem to be a better choice than the silly tricolored version. Especially once the Republican tricolor ceases to have a negative association with the Faceless Men. The Faceless Men should definitely have some weaknesses. Like stories where someone would've been doomed had it not been for the presence of X in the room or them shoving X into the fleshy void that the Faceless Man has instead of a face. Why? Because it makes sense that stories spread through word of mouth would include stuff like that.