The Kid grew up to be the Man with No NameHe'd be about the right age, with a similar taciturn manner, and, of course, both characters are nameless. Both are active around the Mexican-American border, both work as bounty hunters, and both are fairly comfortable with death and violence while still having some moral compass. The kid is described as pale and thin, but with big hands and wrists, which isn't too far-fetched a description of the Man with No Name. The kid's eyes are described as oddly innocent; maybe that's why he squints all the time?
The Judge is SatanIf one is of the belief that the Judge is truly preternatural, then its not difficult to view him has being the dark enmity himself. In addition to his impossibly large knowledge of the world and his powers of teleportation and agelessness, the Judge encourages others to commit evil acts and act in heinous ways. His misanthropic views on humanity and war also support this. Finally, who's the one gang member besides the Kid that the Judge is most frequently at odds with? The priest, Tobin.
The Judge is NyarlathotepHolden is hinted to be a humanoid abomination bent on corrupting the world (war is God, anyone?) in any way he can. Which is Nyarlatothtep’s description in a nutshell. He is charismatic, articulate, impossibly knowledgeable, and his whole persona has a quasi-religious aspect. As far back as his debut in HPL’s stories, the Black Pharaoh (himself something of a Satan substitute) was all of these things. Add to that the whole God With a Thousand Faces thing and you at least have something to think about, the Judge as yet another guise. Also, the “he never sleeps, he says he will never die” bit reads a lot like something you’d find in a Cthulhu Mythos story.