i would make the lores more akin to spheres.
i would give a bigger sense of urgency, i like the overall plot but i feel its too "Lucifer dependant.", in a big way i sense as if the game itself is carried by lucifer's mere existance in game.
i would focus on the random element of character host (i allow my players to create the Demon. but when it comes to the human host they have to pick at random).
i would focus on exploring more themes of Faith, Urgency, God/Godhood and exile. to me, demons are heartbrokened creatures who are trying to figure out what to do next....