In The Sandman Vol. 4. Chapter 1 (#23), we see that when Lucifer seals the gates of hell, he bids goodbye to Mazikeen (a demon of hell, with half her face horribly disfigured) and says:
Mazikeen: You may not go with me. I am sorry. I do not know where I am going, but wherever I go, I will be travelling alone.
Followed by the awesomely disgusting kiss, he says again:
It is enough for me to know that you care for me, Mazikeen. I thank you.
You are very beautiful.
Here it seems that Lucifer has bid the final goodbye to Mazikeen.
And then in Vol. 9. The Kindly Ones: 1(#57), we see a mute waitress with a half mask, who, I am quite sure, is Mazikeen hiding the skinless rotten left half of face.
My question is, is there any mention anywhere in series (or any canon material) explaining how she end up with Lucifer?