Hellboy is lost in the abyss below the City of Pandemonium, his mind unable to cope with his partial fulfillment of his destined fate, having slew the former ruler of Hell. He is saved once more by Edward Grey, and we learn how the former witchhunter came by his fate and form as a denizen of Hell. Grey's career, guarding against the evil group the Heliopic Brotherhood of Ra led him to a ceremony, where the Brotherhood opened a portal for a Duke of Hell. Grey succeeded in shutting down that operation, but the demon took its revenge, pulling Grey with him, cursed him to a maimed eternity in Hell. Grey's existance continued, and he found shelter from the worst of Hell, a haven that he now shares with Hellboy. We learn that Grey's actions on Hellboy's behalf may have further cursed him, and that he has, at best, postponed other pieces of Hellboy's fate that still await him.
*After a bizarre family reunion, Hellboy can barely process the new information, and the things he's done, since arriving in Hell. But Mike Mignola has one more revelation before concluding this initial monthly run of the story we've been building to since 1994... *Source: darkhorse.com