For one thing, Bob's "being there too" ability is similar to Jenny's "Shifter" abilities, to the point that any differences can be chalked up to Jenny's powers being explored more deeply.
- Bob could actually be (a) Jenny Everywhere. I recall at least one comic that had one of the Jennies be a post-op "Jonny Everywhere".
- Alternately, Bob's your uncle. Because he was there too.
- Or he's Omnipresent Man. Or Mr. Everywhere. Or the guy from whom Omnipresent Man won his powers.
It been revealed a machine called the soul keeper keeps souls in hell, it even becomes a plot point that the real Andy would have taken it apart. So naturally, they have taken it apart, figured out how it works and that's why they keep coming back to life.
Although one strip is clearly labeled as when Andy first meets Satan, it definitely appears that he is doing rituals to attract her before the end of the strip (namely the sacrifices). They were doing some random but dangerous experiment, died, and negotiated a deal with Satan that they would always go to Hell and suffer for eternity after dying, but come back to life afterwards. The various judgement that they have to go through after death are just formalities. Andy was attracted to Satan during the process, but she forgot about him, so he had to attract her again. This repeated eternal torture drove them progressively more insane and gave them enormous amount of time to think about science, explaining most of their personalities over the course of the strip.