They're called Hellmen in "Dara Happa Stirs". The Colymar Campaign mentions Shadzorings, "The Hell Men of Jagrekriand*" who "appear like Dara Happa warriors except they burn with an unholy fire". I doubt that the Ash King is one; he seems to be an important individual rather than someone elses servant. The gods facing him are described as "lesser gods".
*Orlanthi name for Shargash
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