“Mystery” (μυστήριον) is from μύω, which means to be silent. What Paul refers to is the same μυστήριον that “[God] has made known to us the mystery [secret] of his will, according to his good pleasure that he set forth in Christ, as a plan for the fullness of time, to gather up all things in him, things in heaven and things on earth.” (Eph. 1: 9-10) This gathering includes all people, living and dead, transforming us according to the pattern of the resurrection of Christ.

The secret teachings you think were lost were in fact kept and transmitted. What I find interesting is that people from the first century onward to today continue to interpret them, and it would be disastrous if all those versions were false but one. Including of course your own.

By the way, Jesus is not "a deity" among others, like Zeus and Aphrodite.