Many cultures believed in different afterlife and versions of punishment if you did not live a good life. The Egyptians believed in Duat, Lord Satan being the ruler of Hell and the first fallen angel etc. What they didn't know is that all these realms exist... together. There are four realms of the afterlife, each ruled by a different deity. Hell, which is where Damien's father comes from, is ruled by
Satan and is considered to be one of the most cunning and cruellest of rulers. He has many plans in motion, and loves making deals with the poor, gullible souls that end up in his domain. Hell is the southern realm of the afterlife.
The fearsome Vikings believed that they would go to Valhalla if they lived a life full of battle and died a glorious death. However, they also believed that they would go to Helheim if they did not. Helheim is the frozen realm of the north. Many souls end up in the frozen tundra, and the ruler
Hel is as cold and indifferent as her realm. She merely does not care about mortals or the other realms. However, the other three rulers believe this is a ruse and her true nature will be revealed when the end times come. The apocalypse, the rapture, or to Hel- Ragnarok.
To the east lies Duat. Duat is the Egyptian realm of the dead. A vast plain of sand dunes where many of the punished are forced to labour for eternity, much like the slaves of the time. Blistering storms sends sand like shards of glass to rip at one's skin.
Osiris rules over the desert land, always ordering for another pyramid to be built in his name. He is the wisest of the rulers, and knows the horrors of what the end times would bring to the both the living and the dead realms. The afterlife would overflow with souls and everything would collapse in on itself. Osiris is the only one who wants to prevent this.
The western realm is the Underworld, ruled by
Hades is the darkest realm and where the river Styx begins. The river is how you can travel between the realms and it snakes it's way into each land. Hades could be considered a mixture of Hel and Satan. He is cold and stern, holding all equal to his laws of the underworld, but his wrath is not one to be trifled. Damien has visited all four realms when has to, but tries not to mess with the rulers themselves. When you deal with those rulers, you've always got something more to lose.