Beelzebub
Beelzebub is Lucifer's son and the Prince of the Underworld—a title that's basically how other demons address him. Named after the biblical demon, he's pretty much the main character of the story.
Unlike what you might expect from a demon prince, Beelzebub gets along reasonably well with humans. Sure, he steals their water, but only what he and the other demons actually need to survive. It's more practical than malicious.
When Sheriff Rao sets out on his mission, Beelzebub tags along partly just to have something to do. He brings serious advantages to the fight: his enhanced sight and demonic strength prove valuable in their battle against the king.
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