[Iron Maw]

Actually in some interpretations Lucifer and Satan are considered different entities. Furthermore the god faction being a mix of various gods and divine beings many myths was already implied back in episode one (and even moreso with Bacchus). I don't see it as an Issue myself as it's common in fiction (especially in Japanese ones) do such. You also have to remember that these god and demons are treated as being native to this world and it's history. So while their legends and persons are borrowed to an extent they're ultimate different people in context of he lore.