Azrael is the Angel of Death
Literally the Angel of Death.
Death seems to be taking a Holiday in Limbo.
After the Dread Wedding, Azrael began speaking with residents of Limbo. They played some games with others and gave away some prizes such as;
Azrael seems to enjoy hanging around with the Underdead.
When Alexys got herself in a bit of a pickle with the Bloodfather Cult, Azrael acted as a messenger for the Underdead, letting them know what was going on and allowing them to write her a note.
Death seems to enjoy Strawberry milkshakes and chocolate chipless chocolate chip cookies.
During the Destabilization Azrael was featured in a flashback where, they pondered solemnly, through the nothing if Azrael could forgive themselves after the choice they made