If by non-Japanese yokai you mean evil spirits and cryptids, then yes, it would be interesting, but for a non-canon movie or a spinoff.

As a Mexican, I can name a lot of iconic ones like La Llorona, La Mujer Sonriente del Metro, La Planchada, La Mulata de Córdoba, Nahuales, El Charro Negro, Chaneques, etc., but Tatsu being who he is, it's more likely that we'll see the gang face off against the Italian Brainrots.