Another DIABLO 3 pony... however, Xazax isn't present in the game T.T
He was my firts thought, after I saw Chrysalis, because he is shape-shifter too.
Let's wiki attack, so you know, who is he!
Xazax is a mantis-like demon featured in the novel Legacy of Blood who is apparently blood bound to the sorceress Galeona. He is also a loyal servant to Belial, Lord of Lies.
He attempts a coup with General Augustus Malevolyn, who is in possession of Bartuc's helmet, in order to gain Malevolyn as a puppet in Bartuc's armor. Galeona is later killed by Norrec Vizharan, who is under the possession of Bartuc's armor, but Xazax remains on the mortal plain for reasons unknown. Xazax is also responsible for turning Malevolyn's mercenary army into demons in men's skin, which are later banished by Norrec. Later during the fight between Norrec and Malevolyn, Kara Nightshadow stabs Xazax in the back with her ivory dagger leaving a wound that would not heal, and also cast a spell upon Xazax that produces illusions of angels and demons he fears, forcing him to run in fear.
As he runs through the Desert trying to escape the illusions, he realizes one voice he hears is real, turning around he manages to utter "Diab-" before screams of terror are heard. This presumably is the Lord of Terror, Diablo that found him and is left off that he had killed the creature. This end event sets the book just before the heroes in Diablo II arrive in Lut Gholein.
So this is the base story from Diablo 3.
In an imagined story of mine Xazax tries to steal a relic from Canterlot during a mage-conference, where Twilight is invited too. When Twilight figures out, that something is wrong and begin to investigate, Xazax finds her strong magic interesting and takes her along to Hell, into Belial's palace.