I read this about a year ago and I don't remember the names of the characters. There was a humanoid (i think he had a tail) who died went to hell and was put in the outer ring (think Dante's Inferno) under the watch of a really small demon. That small demon had some sort of talisman that kept him normal; without it he would be in a state of constant killing rage. The small demon had a brother and sister. The brother was a giant (thanks to another talisman), his sister had wings and could fly (also from a talisman) they had been raised by an angel who had been trapped in hell after the most recent outbreak of hostilities in the Demon-Angel war he had died and given them the talismans.
Somehow the small demon and the humanoid get out of Hell. The sister dies during the attempt to leave. While on earth (Midgard?) eventually they meet a female angel and they wander around doing things. They may or may not have a specific quest. Demons mostly look humanish, although some demons are more like animals then humans, going about on all fours etc...
