A lot of Pan’s Labyrinth’s historical context revolves around the Spanish civil war.
There are also a lot of allusions to Del Toro’s abusive Christian upbringing.
There are many references to Catholicism and fascism within the film, which relates to the prior.
Del Toro pulls from a number of inspirations, from history to art.
He also draws on the myths and ideas from the art he is inspired by. An example of this can be seen with The Pale Man’s inspiration from Saturn Devouring His Son relates to the theme of parental abuse.
The Faun’s representation may mirror the fascist leaders, asking her to blindly do as she’s told while not necessary telling the truth.