Father would seem an attempted blaspheme based upon the honorific for priest while "hellfire" is a reference to the traditional torture of damnation or hell.
If this demon exists it sounds like a minor spook playing a cliche.
Alot of demons go by the name Hellfire, i deal with them alot and sometimes they change their name after they change into a demon, I know one name Jessiard the mute, he won't talk, he forces his thoughts into your own mind
