However, a few things:

1) To be very honest, it's extremely unlikely that anyone would take such an interest in whatever your ideas are that they'd try to steal yours. To put in perspective: there are dozens upon dozens of novels set in a version of the 1800s where magic, or things we generally associate with the like, exists, ranging from the Regency era to the Victorian. They are all, despite this, very different. The Parasol Protectorate series is different from the Sorcery and & Cecelia books which are in turn different from Jonathan Strange & Mr Norrell which is different from the Temeraire series. And these are just the ones I can think of right now, having had no sleep. I'm sure others on the board can chime in with more if they felt like it.

2) For two, I'm not saying you have to write a crossover between the PPC and said home universe (though it is something I've been considering doing with Library), but that you just need to give enough information when introducing said character and while writing to justify anything going on- otherwise it is a very simple way of going "well you see in my universe they can..." without actually telling us anything to show it's actually the case. Pulling characters from any universe sets that as their background, and informs us of their potential abilities and limits- agents from World One, like Nume, for example, they aren't going to be starting off with any sort of weirdness because they're normal baseline humans. When we're told a character is a Harry Potter 'verse wizard, that immediately tells us what we can expect from them and the author. We don't know that when it's an original 'verse. The responsibility falls on you to tell us.

3) I had something to put here but like I said, I'm terribly sleep deprived but I started this number so I have to put something here now. So. Fish.

4) Oh, right, now I remember. When in doubt: Read more spin-offs. Look at the wiki. Those can usually answer your questions.

-July, in an altered state of consciousness

In the US, generally a work is copyrighted the second an original work is fixed in a permanent medium. The problem is enforcement, if it is not registered with the appropriate office, then it will be hard to prove that your copyright is enforceable as to a potential infringer.

Basically the infringer needs to know that a work is copyrighted, that is why one is required to file with a copyright office. If you put your own copyright notice on your work, you will have a better argument that it is an enforceable copyright. But if you provide no notice to potential infringers and it is not recorded/registered you will not be able to enforce it. If you put your own copyright on it, you might be able to get it enforced.

I hope that explains it a bit better, though I admit I may not be particularly clear.