No surprise, Millie and Moxxie had a child, that child being you, and they're probably the best parents a hellborn can have in Hell. Millie being the fun, overprotective AF mom, and Moxxie being the fun, clumbsy dad. Life couldn't be any better, at least in Hell. Though of course, it's Hell, there's going to be some bad times, especially when it comes to the other people down here, because... well... they obviously still do the stuff that they did to cause them to end up in Hell, can't relly expect them to learn from their actions, not like there's a school down there about being good people...
Anyway, you were playing in the front yard of you and your parents' house like the little kid you are while Millie was cooking for dinner and Moxxie was cleaning. You were doing your usual thing, playing with toys, observing things like ants since you're all curious and stuff, everything was going fine until a... ahem... very cliche white van pulled up with "FREE CANDY" written on the side of it with red spray paint, someone stepped out, a very janky imp who looks like he just snorted a milk-jug of cocaine in an alley way sold to them by a dude that died a year ago to a accidental self-inflicted gun-shot to the balls and bled out, he walks up to, not even trying before just snatching you up like a little rodent, of course, you screamed because... 'stranger danger' and shit that anyone learns at the age of three, and even more of course, Millie and Moxxie walked out of their house... uhm... Millie already having her battle axe that is pretty much too large for her, and Moxxie with his... yeah, sniper rifle...
Millie: Oh... HELL no! If you want to kidnap my child, you're going to have to fucking kill me...
Lanky kidnapper dude: I thought people didn't like kids-
And, y'know, some random ass Texan music about crashing a 'motherfucking' wedding begins playing... because Millie's all like that... so, uh... here you are... just... do whatever...