So...I think the theory is that this is Cio, returned as a pale devil.
I admit I didn't expect Allison to drive her away, but I suppose she thinks she's protecting her.
However...I've been waiting for Himself to call in his debt from when they visited him before going to the vault, so I kinda wish Allison hadn't done this. Because where else will this probably-Cio go? I think Himself would be very glad to get his hands on her, and if Allison is driving her away, then Cio has no protection from Himself...