Fell Knight Baal is a Devourer Earthbound, champion of Lucifer in the Crimson Legion. He is the lover of Lady Anat. Since his summoning by Solomon in Iraq, he has become a megalomaniac and narcissist and declared himself Archduke. He thus became the first Earthbound to refuse being enslaved by the other Archdukes.
Baal is a catchall term for Lord of the Gods in the Levant and Asia Minor.  It is also the basis of the name of the Vampire Bloodline Baali. It is unclear how the two are related, though it is probable that Baal knows about them.