You should also read, "How Can We Be Moved by the Fate of Anna Karenina?" by Colin Radford, and the literature that developed in response to it.
You are right, one often thinks that the denizens of Hell would make for much more entertaining company than those of Heaven. I don't know the book you mention, and to a large extent this is a psychological rather than philosophical question, but it probably has something to do with the fact that we are attracted to complexity in personality.
We know how people are supposed to behave and if they do so they often seem to lack depth, as though they are following some formula for action. Evil people, by contrast, are relatively unpredictable, since they are not likely always to be evil, and not in the same way, so they tend to exhibit a variety of behavior that is rather intriguing.
Here are a few of my favorites:
Scholes, Robert (1968), Elements of Fiction (New York: Oxford University Press). [a very short book, really just a long article]
Lewis, David (1978), "Truth in Fiction,'' American Philosophical Quarterly 15: 37-46.
Castañeda, Hector-Neri (1979), "Fiction and Reality: Their Fundamental Connections; An Essay on the
Ontology of Total Experience,'' Poetics 8: 31-62.
Parsons, Terence (1975), "A Meinongian Analysis of Fictional Objects,'' Grazer Philosophische Studien 1: 73-86.
plus, of course,
This is a great and complex matter. There are a few philosophers of art who come close to an "anything goes" approach to the meaning of a work of literature, but most of us think there are some boundaries in terms of historical context, the intentions of the artists, and most importantly the content of the work of art itself. You might consider a distinction that some find useful between the meaning of a work of art and the significance of a work of art. In terms of significance, a work of literature might have all sorts of features depending on how the work is experienced. Reading Jane Austin might lead me to become a Marxist and someone else to become a Hindu, and so on, but while the book could have such multiple, different significant effects, to get at the meaning of her work we would need to study the plot, characters, England and continental Europe at the time, the English style she used, and so on.... Once we take those factors into account we can see (or I wager we will see) that her work was not meant as Marxist or Hindu literature. Part of this seems to be the sort of thing we can debate objectively (pointing out that Austin died in 1817 whereas Marx wasn't born until 1818, for example) but we might also see how the meaning of a work might contribute to the significant future multiple readings and re-readings of works of literature. In this sense, the meaning of a work such as Sense and Sensibility might remain constant through your life, and yet the work had a radically different significance for you when a young reader than when you re-read it at sixty. I discuss some of these issues in a recent book, Aesthetics: A Beginner's Guide, which you may (or may not!) find of interest. You have certainly raised a central matter that requires far more of a response than I have attempted in this short reply. Good wishes.
I know exactly what you mean, I have always thought that poor old Scrooge got a rather bum deal from Dickens. The trouble with being uncharitable, though, which Dickens gets right is that it harms far more the potential giver rather than the recipient. Scrooge holds onto his money but is miserable and gets very little benefit from it, while those with little who are generous with it and their time also are much happier. In a sense, then, Scrooge sees the light and becomes generous not because he understands he ought to help others, but primarily because helping others helps him most of all.
There is a difference though between saying that the intentions the author evinces in writing his or her text are the meaning of the text, and saying that the text reveals a good deal about the intentional values held by the society that the text represents. Language is public and we do not control it, despite what Humpty Dumpty says. The author does not control the meaning of what is written, but that certainly does not mean we cannot investigate those meanings.
Zen and the Art of Motorcycle Maintainance might fit the bill, though it is a bit more oriented to metaphysics than epistemology / the theory of knowledge. I am not sure it is super entertaining, but C.S. Lewis's book Until We Have Faces is terrific; it is a re-telling of an ancient myth. You might also like novels by Hermann Hesse like Sidartha --it is a re-telling of the tale of Buddha's enlightenment, and is quite moving and rich for stimulating philosophical reflection. There is a new book: Alice in Wonderland and Philosophy, raising all sorts of great puzzles (including epistemological ones) and that could be read alongside of reading Lewis Carroll's classics. You might also check out the Ultimate Harry Potter and Philosophy book, which unearths interesting philosophy in connection with Rowling's work. Although not out yet, there is a forthcoming Sherlock Holmes and Philosophy book which might be great to read along side short stories and novels about Holmes. Here is another radical idea: you might try writing some short stories of your own that take up questions / arguments that arise from the Theory of Knowledge. You could begin: George was in the tenth grade in a humanities course when he first encountered Descartes' worry that all our perceptions might be false. He still could not shake the worry when the bell rang and he ran into Chris who had unshakable confidence in his views of the world......
You have asked: who else writes about the mythical dimension of life from a philosophical vantage [point]? Ralph Harper would be good to check out (try his book Sleeping Beauty). He does some interesting philosophical and theological work on fairy tales, but his work does bear on what you might call the mythical (deep use of symbolism that resonates with the kinds of material you would find in the (highly recommended) The Oxford Companion to World Mythology (OUP, 2005)). Richard Wollheim might also be good. His writing is difficult (but not as challenging as Hegel!); you might check out The Thread of Life and The Mind and Its Depths. Jonathan Lear is also a contemporary philosopher who is sensitive to mythology (he combines philosophy and psychoanalysis). The philosopher and novelist Iris Murdoch might also be interesting, as she defends a fairly optimistic, contemporary, secular form of Platonism which may be seen as anti-tragedy. Check out her books The Sovereignty of the Good (1970) and The Fire and the Sun (1977). Actually, Plato himself may be read as replying to Homer (e.g. in the Ion and Republic) and in offering a counter-mythology (the myth of the cave and the myth of er).
Although Mircea Eliade was not a philosopher, two of his books are philosophically very interesting: The Myth of the Eternal Return and Patters of Comparative Religion. There is an interesting Freudian reading of myths in the classic The Uses of Enchantment by Bruno Bettlheim, but this may have the same limitation you note with reference to Freud himself. Though in fairness to Freud, I think he does connect his work on Oedipus and other myths with a bigger picture; this can be seen in his tragic naturalism as outlined in his 1930 book Civilization and its Discontents. Erich Auerbach was also not a philosopher, but what he has to observe in his book Mimesis; The Representation of Reality in Western Literature is quite fascinating philosophically. Have a go with the first essay, "Odysseus' Scar," and if you like it, keep going!
These are great questions! Some works of art seem quite anchored in the material world. Arguably, a marble statue like the David is in Florence. But poems, plays, novels, musical compositions, and so on do seem more elusive. Some philosophers who might be called Platonists tend to think that poems, plays, and the like are not themselves physical events or objects. On this view, the Iliad may be thought of as an abstract object that can be acted out, recited, written down, remembered, loved or hated, but the epic poem is not itself a physical thing. I am very much drawn to such a position and have defended it (in a short book called Aesthetics; A Beginner's Guide), but many philosophers resist recognizing abstract, non-physical objects. Such philosophers (who might be called nominalists or conceptualists) might have to identify the Iliad as a complex cultural object that has multiple linguistic and social dimensions. For them, the Iliad's status may depend upon an on-going social practice, but for those of us in the Platonic camp, we think that the Iliad still exists even if all records of it fanish. In such conditions, there would still be truths about the Iliad. For example, in such a post-Homeric world, it would still be true that Achilles kills Hector in battle before his beloved city of Troy. Nicholas Wolterstorff has a good book on such topics called (I believe) Works of Art.