Can anyone tell me if it happened before or after Koutetsu no daitenshi? Coz I didn't see...

I believe this takes place before Hans. Likely before his brother was killed.

Thanks. You may be true

I'd say this is both before and after Koutetsu Datenshi. The first story with Lucifer & Gabriel i think is after, as Lucifer is getting a new start. The later ones show Lucifer's past - his story made me so sad T.T

According to mangaupdate, the order is :
1) Kotetsu no Daitenshi
2) Daitenshi ni Sasageru Uta
3) Doutei Saizensen
4) Bed no Shita no Himito