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Lady Death is a comic series created by Brian Pulido. In the version published by Chaos Comics Lady Death was a noblewoman, named Hope, sentenced to be burned as a witch because of her father's evil magic. Hope accepted a devil's bargain to give up her humanity and serve in hell in exchange for her life. In Hell Lady Death rose to power after defeating Lucifer himself only to eventually be wiped out by the destruction of Chaos along with everything else in Chaos Comics. In the Avatar press version Lady Death is instead transported to a dark fantasy land known as the Blacklands. Both versions are mostly the same story, just with different characters.
Occasionally Lucifer has managed to get the upper hand on Lady Death, and has replaced Lady Death's cold indifference to life with a raging fury and infatuation with Lucifer. In this form Lady Death rechristens herself Lady Demon, and is even more bloodthristy than usual. She usually shakes herself out of it after a few issues, and then takes revenge upon Lucifer for exploiting her.
Purgatori was a frequent antagonist of Lady Death during the Chaos Comics days. Originally a vampire in ancient Egypt, Purgatori, then named Sakkara, drew the attention of Lucifer, who took her as a consort. Purgatori tasted Lucifer's blood, however, giving her great power and an appitite for divine blood. She was banished to the Greek Pantheon for a time, where she ate her way through all of its gods, but she kept returning to Hell for the power Lucifer and Lady Death possessed. In the apocalypse of Chaos Comics she briefly sided with Chaos in an attempt to take its power as her own, but she was wiped out along with all the rest in the end.
A DDP miniseries in 2006 retold the story of Purgatori's origin. She was a slave taken as a consort of queen Nephertiti. She was unknowingly manipulated into assassinating the king so that Nephertiti could take his place. After completing the deed she was captured and executed for regicide, but was saved from the chopping block by the Judeo-Christian god. He had chosen the late king as his emmissary of the true religion, and Sakkara would need to atone for his murder. Thus she was deposited back into the world, alive, but marked with her well known demonic features. She ended up meeting the first vampire, Rath, who had been cured by the egyptian gods, and he passed his curse on to her. Revived in a bloodlust-fueled rage, she hunted down King Nephertiti, killing her and burning the entire capital to the ground. In the aftermath she regretted what she had done and fled from Rath, still searching for someone who could love her despite her features in order to break her curse.
Stigmata is a recurring antagonist of Lady Death in the Avatar Press version. Like Lady Death she too came from Earth, and was once the wife of Lady Death's mentor Wargoth. Even though he abandoned her she never gave up her affections for him, and has even fought Lady Death over them. Her body is comprised entirely of blood, and she can take over any creature that has blood inside them. At one time she even controlled an entire city of people by their blood.