The third act of Shaw's Man and Superman includes a philosophical debate between Don Juan and this figure.  
The third act of Shaw's Man and Superman includes a philosophical debate between Don Juan and this figure.  In a novel featuring this figure, he leads a group including Azazello and a giant cat named Behemoth, and goes by the name Woland. In addition to that appearance in Mikhail Bulgakov's The Master and Margarita, this figure is described as having three different colored faces and is waist-deep in ice in another work depicting him. Belial and Beelzebub assist this figure in another piece of epic poetry featuring him. For 10 points, name this figure who declares "Better to reign in Hell, than serve in Heav'n" in Milton's Paradise Lost.
The third act of Shaw's Man and Superman includes a philosophical debate between Don Juan and this figure.  
the {Devil} [or {Satan, Lucifer, Mephistopheles,} or any other names humans have given the Devil throughout the years like {“the Dark Lord”}]