Azazel

"I'm done bowing to the wills of others. I'm through asking someone to save me. Now, now it's time to set things right."

Azazel is a demon turned Martyr who is appointed by Gabriel to carry out classified executions in the name of God who pose as a threat to God's rule.

Flee from Heaven and Exile
Azazel was originally an Angel who, like all other Angels, worshipped and loved God. However, after Lucifer's betrayal of God and his flee from Heaven, Azazel too thought of joining Lucifer, but instead stayed loyal to God. As time went on and he saw God focusing more of His attention on His rule rather than His love of Angels and humans, Azazel saw Heaven as corrupt and fled to Hell to join Lucifer. However, he was captured in Purgatory and brought back to God to face judgement. Azazel confessed his sins, however did not regret them and was stripped of his angelic duties was to be forced into Purgatory forever.

Becoming a Martyr
After Odin, the leader and the last of the Norse gods, was killed, God saw this as a threat to His power. Believing He and His kingdom, too, would face a similar fate, God issued 'Saints' (Heaven's prisoners who are sent to earth to kill other entities that challenge God's rule) and sent them to earth. God was very reluctant to include Azazel, despite his impressive combat record, after Azazel openly offended God before His Archangels, but Archangel Gabriel suggested Azazel after agreeing that Azazel would be under Gabriel's watch.