Bloody Bones is a boogeyman! I grew up knowing him as “Rawhide and Bloody Bones” and he happened to live anywhere my grandfather who was watching me at the time didn’t want me to go. He made his home in the basement, in the kitchen cupboards, behind the couch in the otherwise warm and inviting living room, and so on. I was afraid.
The stories originated in Great Britain where they were particularly common in Lancashire and Yorkshire, and spread to North America, where the stories were common in the Southern USA (my grandfather was from SE Kentucky). The Oxford English Dictionary cites 1550 as the earliest written appearance as “Hobgoblin, Rawhed, and Bloody-bone”.