I read a book about 10 years ago where one of the protagonists is a sort of Knight, sent on a mission against the devil from a lady. This man has nightmares that show him the future: if he is doing well on his mission he sees peace, when he fails he sees a world ruled by the devil. He is not the only warrior that the lady knighted. Another one is a native American.
The other protagonist is a girl which doesn't know is the daughter of the devil. He is coming to take her to make her ruler of the world. She has a sort of wolf that protects her and an elf helper.
I know the book is part of a series but I only read this one. The author was someone famous in this genre but can't remember the name.