User blog comment:B214/DX.2 info/@comment-27433484-20151220073517/@comment-108.224.166.119-20160123013520

I'm 99% sure that is Nurarihyon. He is part of Japanese yokai mythology (I think).

P.S. I think a crossover between Highschool DXD and Nura: Rise of the Yokai Clan would make a epic volume