Azazel is a mutant from biblical times and the ruler of the Neyaphem (a race of demonic looking mutants). He claims that the Earth and everything on it belongs to him. He sees humanity as a cancer on his world. In his time, he enslaves and kills humans in order to impose his rule and dominion. Another group of mutants, the Cheyarafim or "angels" banish him to the Brimstone Dimension that Nightcrawler uses when he teleports. He is only able to leave for short periods of time so he fathers numerous children in order to have one with the power to free him permanently from his prison. Nightcrawler was one of his children as a result of his time spent with a young Mystique who was married to Mr. Wagner. Around this time, he also fathered the mutants Abyss and Kiwi Black among others. Azazel bides his time and waited for his children's power to mature and grant him freedom.
Azazel was created by Chuck Austen and Sean Phillips and made his first appearance in Uncanny X-Men #428 in 2003.
I used an Angel figurine for the base, I wanted him to hold two swords, this is a perfect figurine to be able to do this.
Skin - Evil Sunz Scarlet, Red Gore, Blue Ink, Abaddon Black (Beard), Skull White (Eyes)
Legs and Torso - Midnight Blue
Bones n' Boots - Skull White, Ice Blue, Glacier Blue (Valejo), Abaddon Black
Horns - Rhinox Hide, Zandri Dust, Abaddon Black
Arms - Chainmail, Regal Blue
Cloak - Zandri Dust, Rhinox Hide, Skull White
Hair - Skull White, Fenrisian Grey, Fortress Grey, Badab Black (Wash)
Swords - Mithril Silver, Abaddon Black
Here's a couple of pictures showing the sculpt and the base coat before the detail was addded.
*Thank you to Comic Vine for the information on Azazel.