I totally thought he did but now I can't find the post I thought I remembered it being in :/
Oop meant the Sphere. Like he'd be created with all these memories of a full life having been lived on Earth, then going to the sphere, etc. Anyway if that origin works for you, I figured it would fit into what I've been wanting to do for ages/pay homage to the fact that Billy was created from a piece of a demon by involving demons. But he could be made for other reasons too (like not necessarily as a tool for Mephisto) that was just the first thing that popped into my head.