Clive Barker's Saint Sinner was published by Marvel, from 1993-1994.

Last week, Philip Fetter was 16 and had his soul. Then a voice began to speak to him from inside his head. It told him that his friend had a nice coat, the kind he should have. So Philip killed his friend and stole it. Next the voice told him about the cheerleader…the one later found in the dumpster. Finally, the voice told him to kill his parents. Philip gathered the strength to refuse; he dropped the knife and ran as far and as fast as he could, eventually flying off a pier into the dark water below. He didn’t die then, an angel saved his life, so he killed her.

The woman was an angel, and she possessed Philip, fighting for control with the demon who lived there already. They transported Philip to a dimension called the Amen where for nine years Philip lay in Limbo. Finally, he escaped and reappeared mere moments after the final murder. Philip is now 25, and possessed by both an angel and a devil.