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!!!

Would she go this far?

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Demon: "Aww, isn't she cute!"

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Said "demon" is from Warhammer 40K, and in that universe, they're called Daemons because they are psychic manifestations of emotion... The creature here is Tzeentch, AKA: The psychic manifestation of every single living creature's hope, desire for change, desire for progress, and the embodiment of intelligence.

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Ah, I see. This particular embodiment does work well with Cozy.

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Personally, I think that Tzeentch fits Cozy pretty well. Here are some quotes from the wiki that I think help show the connection between these two "villains".

"Do not ask which creature screams in the night. Do not question who waits for you in the shadow. It is my cry that wakes you in the night, and my body that crouches in the shadow. I am Tzeentch and you are the puppet that dances to my tune..."

—The Book of Tzeentch

Tzeentch, also known as the Changer of Ways, is the Chaos God of Change, Evolution, Intrigue and Sorcery, he who weaves the threads that connect every action, plot and subtle intrigue in a galaxy-wide game of manipulation and subterfuge. At the end of each of these threads lays the ensnared soul of a human puppet; those of his servants and agents who believe they serve the Lord of Sorcery in mutually beneficial pacts. The truth is that Tzeentch's every action is planned with its ultimate goal as his own establishment as the pre-eminent Chaos power in the Warp. Of course, the very nature of the Lord of Entropy is such that, were he to attain this triumph, he would still strive for turmoil and change.

Tzeentch is known by a hundred thousand titles across the galaxy, amongst them the Weaver of Destinies, the Great Conspirator, and the Architect of Fate. In his mind, he listens to the hopes of every sentient being from every planet in the universe. He watches over the plans of his playthings as they unfold into history, toying with fate and fortune; both for his own entertainment and to further his unfathomable schemes.

Tzeentch exerts his influence in the mortal realm through subtle manipulation and devious ploys. The victims of his corruption are Sorcerers drawn by the promise of forbidden knowledge; scholars who seek knowledge at all costs; politicians lured by the power knowledge provides to outmaneuver their opponents. Tzeentch's true power is sorcery, and as all sorcery flows from the font of the Immaterium, so too is Tzeentch the master of that twisted, chaotic medium of psychic energy.

"Created from the raw energy of the Warp, Tzeentch's Realm is one of constant flux and shifting structures hewn spontaneously from every material imaginable. There, the only constant is change. No mortal and few daemons can visit the realm of the Raven God and survive with sanity intact."

— Inquisitor Ghillian Kys, Ordo Malleus