[@TheWindel]
Wouldn't make sense for him to go to either at this point, though, considering IC events. Heaven is the faction he detests the most, both due to natural inclinations as a demon and because Deva is the most arrogant of the leaders. And he's already a traitor to Hell, although probably from before Lucille was in charge.

While I agree with you that there are a lot of Machina characters, I don't see much of an IC reason for him to turn to either of those factions, really. 
[@BCTheEntity]
That might be fun, yeah. Although, Khaine isn't the most talkative fellow.