I have seen a cartoon movie about lord Ayyappa. It shows that he is the son of Mohini (Vishnu took the form of Mohini) and Lord Siva. If I am not wrong, it also shows that after the death of Mahishashura, his sister Mahishi did penance and got the boon that no one born out of a woman's womb could kill her. So Vishnu took the form of Mohini. I guess, it must be in some Purana. In which Purana we can get the reference of Lord Ayyappa.
The birth story of Ayyappa or Dharma Shasta is described in Lalitopakhyana of Brahmanda Purana -
- Lord Shiva was enchanted by Mohini -
On seeing that lady engaged in playing with her ball with the jewels (jewelled ornaments like bangles etc) swinging to and fro, Īśvara (Śiva) immediately left Umā and ran after that lady.
- The union of Shiva and mohini -
Seizing her once again, Īśa who was completely under the influence of the god of Love embraced her impetuously.
- Birth of Shasta -
Mahāśāstā, the lord of great strength, was born therefrom. He was capable of dispelling the arrogance of many crores of leading Daityas.
As per this link, brahmAnDapurANa has bhutanatha upakhyana which provides story of shastha :
Story of shasta is also mentioned in shivarahasya in the shankara SamhitA of skandapurana whose translation is not available online but sanskrit version is available here - https://hinduism.stackexchange.com/a/54258/21696