Tiago,
I’m sorry to take so long to respond to this. Throughout Campbell’s work he does cite several authors linked to German Romanticism (Goethe, Novalis, Schopenhauer, Nietzsche, and others), but the only reference to I found to Schelling is Creative Mythology (Volume IV of The Masks of God), on p. 74 of the print edition – a passage quoted from composer Richard Wagner’s autobiography discussing the idea that “there is made manifest only one, single, truly existent Being, present and ever the same in all”:
The Christian mystics, no matter when or where they appear, can be seen caught in this realization — even against their will and in spite of every effort. Spinoza’s name is identified with it. And in our own day, at last — now that Kant has blown the old dogmatic theology to bits and the world stands appalled among the smoking ruins — the same perception is restated in the eclectic philosophy of Schelling [1775–1854], uniting deftly in a single system the doctrines of Plotinus, Spinoza, Kant, and Jacob Boehme, combined with the findings of modem science, Schelling, to meet the pressing need of his generation, developed his own variations on the common themes — so that this knowledge has now gained general credit among German scholars and is known even to the educated public.”
Though Campbell doesn’t appear to mention Schelling himself (not as far as I’ve seen), I would say he is definitely influenced to some extent by German romanticism, which to me seems most apparent in Creative Mythology.
I hope that helps.