Lucifer is a manifestation from Lucelia, lucelia is a girl trapped in the nightmare, and lulu is there with others like, LuLu, nikkoi, and Mimmie.,  Lucifer is the more rational part of lucelias mind, Lucifer represents lucelias ability to stay grounded , and  Lucifer is the more realistic thinker. Lucifer knows full and well that’s what she needs to do, Lucifer has blue hair, blue jester suit, and a clown nose, she doesn’t believe that lucelia loves lulu at all, more as well lucelia hates lulu,