hecate vastly prefers the underworld and would probably love to tell him she was there before him thank you very much, but in general she's kind of the middle of everything (between the titans and olympians, between good/bad, etc etc) so a literal devil on her shoulder would be a lot of fun. depending on what you have in mind for persephone, there might have been some bad blood for a minute? since mythically speaking she saw what happened and told demeter, but also we can skip all that or just throw it under the rug as ancient history.