Look in Wikipedia under 'List of Names for Thor' there's about
13 of them.
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There is no list of "not-used" story titles. Titles come from what you have written, not from some list somewhere. You have to invent the title based on what your story is about. Try this link to learn more.
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Yes, job titles should be capitalized when included as part of a list to show their importance and distinction within the context of the list.