The order of the thing is weird. So the last story chronologically occurred first when Lucifer was younger and before he lost his eye, the first story is a time skip when Lucifer no longer is on the front lines and he meets the prostitute that resembles his brother. It'd make a bit more sense if u read the entire (loosely related) series.
1 Koutetsu no Daitenshi [Ch.4-5] Colonel Michel x Hans
http://www.mangago.zone/read-manga/koutetsu_no_daitenshi/
2 Datenshi ni Sasageru Uta - Kurt x Heinz // Alfred x Haru
http://www.mangago.zone/read-manga/datenshi_ni_sasageru_uta/
3 Datenshi ni Sasageru Uta dj - Family Visit
http://www.mangago.zone/read-manga/datenshi_ni_sasageru_uta_dj_family_visit/
4 Doutei Saizensen - Samuel x Bosch
http://www.mangago.zone/read-manga/doutei_saizensen/
5 Datenshi dj - Harem Nights - 4 Pairs from 1-4
http://www.mangago.zone/read-manga/datenshi_dj_harem_nights/
6 Bed no Shita no Himitsu
http://www.mangago.zone/read-manga/bed_no_shita_no_himitsu/
An someone explain the 1st story to me I’m confused