Four Horsemen

The Four Horsemen (四人の騎士) were a group of four powerful devils that represent the Four Horsemen of the Apocalypse in Christian mythology.

History
The Four Horsemen and the Weapon Devils once engaged in a brutal battle against Pochita in Hell but at the height of the battle, Pochita vanished and is reduced to a completely changed, near-death form and somehow ended up on Earth, making the Four Horsemen unable to find him.

The Four Horsemen are mainly shrouded in mystery, even Makima's past is mostly unknown, with very little information provided by Makima herself. She is heavily implied to be one of the Four Horsemen, due to her and the Conquest Horsemen sharing the same name in Japanese, which is domination (支配). There are also many implications that she was affiliated with the Four Horsemen and was present during the battle of the Four Horsemen with the Weapon Devils against Pochita. She has even indirectly mentioned the three other horsemen by the fears that they embodied, and how she intends to wipe them all out of existence.