Pathenia is only mentioned in The Flame Knife, which was a Howard El Borak story (Three Bladed Doom) that was rewritten into a Conan story by L. Sprague de Camp. In the original story, the reference was to Mongolia. L. Sprague de Camp changed it to Pathenia because, of course, Mongolia did not exist in Conan's era.
It is alo mentioned in a couple of the comic books by Marvel. Savage Sword 219, I think.