What do you mean mix? Del Toro directed both, and the original Hellboy,. I can't wait to see it, 1st Hellboy was great. Movies are based off the old Hellboy comics.
I just watched Pans Labyrinth again the other night.
edit - I think I know what you mean, found this:
Del Toro really wanted to redefine the story by taking these characters out of our world and placing them into a new mythical one where they would not seem so out of place. This was a huge departure from the original where Hellboy was fighting monsters and Nazis in the sewers and catacombs of our world. This deep departure from the original was not well received at first. Even Mike Mignola, the comic's creator and the movie's co-writer, was at first opposed to the idea. As del Toro put it, "Mike was quite horrified by how much I had deviated from what we had talked about, especially at some of the quote, unquote whimsical elements, the parts about magic and the fairy world." That was until del Toro sat him down and screened Labyrinth for him. Mignola saw the parallels between the two movies, eagerly agreeing to allow his heroes to also reside in Pan's alternate reality.