God's favorite, dark horse of the devil's family
The “dark horse” of a family is a person who is viewed as different by the rest of the family. That person may be perceived to think differently and is not a clear representer of the rest of family’s world/life view. Basically a radical member. He’s part of the devil’s family, but God’s favorite, making him the dark horse.
Could also be referencing Dark Horse Comics, whose series included Hellboy aka “Son of the Devil”
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