When the war between the gods first began, it is said that the soon to be bound gods were not faring particularly well. Individually, the gods were mighty but they lacked cohesion, and they lacked numbers, and the forces of heaven were unified in their purpose and greater in number. Something had to be done if they were to have any chance of winning their war. Enter Urus.
Urus, the Pitted, the Gaping Mawed, the Hungry-Eyed. 3rd Prince of Hell
Urus is a god of desperation, starvation, and survival above all else. His followers are the desperate, the lost and starving struggling to survive through sheer grit and luck alone. In the charnel houses, and dark alleys you will hear his name uttered with spit and gall, dancing on every starving man's lips. He is not a compassionate god, he is not a celebrated god, but he is a god, and no amount of revulsion with him takes away his power, and like so many other desperate souls before, he would be the one to save hell. Urus is not of the Athe, he is older. Much, much older. Urus was positively ancient during the time of the war in heaven, said to be one of the first children of the world, one of the elder things, and unlike those siblings of his who were bound in the first great war, he had evaded notice by never being enough of a problem to be imprisoned, until the war, when he saw opportunity.
Urus bestows blessings of grit, never easing pain, but simply gives the will to fight past it and survive at all costs. The blessing that he gave to the Bound gods and their soldiers was that of hunger.
Abyssal Beasts
Souls are very complicated bits of magical code that store memory, personality, the things that make a given person a person. They're a good source of magic too, if one isn't channeling esoteric energies from a patron or the natural energies of the universe, the soul is another good place to take from. A soul is pretty powerful, all things considered, a good source of energy. So something evolved to eat them. Demons.
Demons are spiritual predators that feed on souls. The average demon is not intelligent, even if they were, it'd be pretty hard to reason with one; a gazelle has never talked its way out of being eaten by a lion. They tend to delight in chaos and suffering, not necessarily for their own sake but because strife seems to make souls more readily available for consumption. "Demons are always hungry" is an understatement, they are hunger incarnate. A demon lives only to consume souls, and most every decision they make in their life will be made on the basis of what will allow them to eat more souls. They're reviled creatures, and among the oldest and most powerful of their number is Urus, unique for his ability to show restraint where other demons fail, and known to be something of a schemer. The deal he made with the Bound was this: Urus and his host, including Makrea, would fight alongside the Bound, and they would instill upon them the Craving, the ability to eat souls. In exchange, Urus would be rewarded with a little corner of the world for himself.
The ability to consume souls is a powerful one, and with it, the Bound nearly won. A new type of warrior was created, the Aash Preva, the Demon Skinned. Their armies fought with a ferocity unheard of, consuming the armies of heaven, ravaging the land. They had undergone the rite of Craving were granted fearsome powers in exchange, and it is said that during the era, there was no foe more fearsome than the Aash Preva. Ultimately, however, the Craving would be their downfall.
Oops
The Aash Preva were fearsome, certainly, but they began to go feral. Craving, it seemed, had the propensity to take away all thoughts other than that of consumption if indulged in too regularly, and those warriors that began to lose themselves to hunger became a threat to their allies as well. This is perhaps the largest deciding factor in the war between the gods, as the armies of the Bound grew harder and harder to control, they became easier to defeat, and it was not long before the gods themselves were finally driven back.
In the aftermath, the Aash Preva adopted something of a code. Souls made them mighty, but they were their undoing. Therefore, their consumption must be regulated, ritualized. Eat only that which has been promised to you, or only in the face of mortal peril. This is the most common reason why devils make deals for your souls. They may not consume them right away, a soul may trade hands a couple times or be hoarded for a century or so before it's used, but sooner or later that soul gets eaten, and a devil gets a little bit stronger, at least for a while. Some still go feral, but now that the Aash Preva are bound in hell, it has become harder for them to get enough souls for such a thing to even happen, unless they brave the battlegrounds of Kabryis.
The Fourth Layer of Hell
Urus was ultimately imprisoned alongside the Bound, and is counted among their number, even though he is not of the Athe. His home, Kabryis, has a bit of a leaky ceiling problem, only the ceiling is the dimensional fabric of Kabryis, and the water is feral demons. It is a wasteland of pure hunger and cruel darwinism, and among its inhabitants are several of the Aash Preva who were unable to resist going feral, more and more resembling the demons which they now fight. The demonic invasion is courtesy of the progeny of other elder things who were sealed away in the black pits beneath the Seven Hells. It is said that should they be allowed to spread through hell, they would be able to break the Sevenfold City wide open, allowing themselves and their progenitors to pass through to the rest of reality. The Elder Evils being freed would be quite bad, naturally, so the Aash Preva fight the onslaught of demons in Kabryis, and many have begun to lose themselves once more. Amongst the desolate plains, once great warriors stalk their pray and one another with the same fervor, caring not for the noble battle which they first dedicated themselves to, but only the thrill of a foe vanquished and another meal claimed.
