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What if cliff is the past demon king? Stated how he didn't come from there to begin with, we can say that anyone can become a demon king just with strength alone. If so, maybe we can say that cliff had the power to migrate through dimensions seeing how he is knowledgeable about realms beyond. His disappearance maybe due to being hunted or killed by Nergal or by the others. Cliff being killed in action by monsters is an option too. What if he and nergal have some sort of familial connection, specifically brothers or twins even. XD