What if Mephisto was a variant of Loki, The kid at the church pointed that a demon was there. But what if he saw Mephisto. And they could’ve meant another variant instead of Sylvie.
That devil was announced to be a reference of Loki, like the second time they referenced Loki to a devil in episode 3. Mephisto is his own character, and is not in this show.
I'm actually getting sick of people wondering when Mephisto is going to turn up. They'll introduce him when they're good and ready (if they plan on introducing him at all).