The Mythological origin of Kaal Bhairav dates again to the 1-Tale which can be the origin of many legends, from your Jyotirlinga to your four-headed Brahma along with the institution of the supremacy of Shaivism. Devotees also notice a fast of Kalabhairav Jayanti to have relieved from all their sins https://www.youtube.com/shorts/0vLISs2kzMI