These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
YMMV: Lucifer
Alas, Poor Scrappy: Ibriel and Cal. Twice. And Mahu, Zonaquel and Remiel
Alas, Poor Villain: Quite a few, including, at one point, Lucifer himself. But see also Cestis, Lilith and Lys.
Foe Yay: Rudd and Lys, after the break-up, though they may be more of an ongoing Masochism Tango. Also Lucifer and Izanami, literally, at the end.
And then there's Cestis and Mazikeen.
Ho Yay: Jayesh and Karl. See also Bi the Way, above. And that's just in canon.
Don't forget Elaine and Mona. Perhaps Elaine's greatest tragedy (and that's saying something) is that while she matures mentally after her death, the woman she would otherwise probably have found lifelong love with retains the mentality of a twelve-year-old.
Except that by the end of the series, Elaine has obtained the power of God which meant she could probably resolve that situation to whatever would fit their mutual satisfaction.
Magnificent Bastard: Lucifer himself, fittingly enough. and God. Almost everything ends up being part of a careful plot by one or the other and when it's not, they spin up a plan B that usually ends up working better.
Scrappy Mechanic: If you're the sort of person who tries to decipher it, Mazikeen's slurred semi-legible speech quickly becomes very irritating.
Tear Jerker: So many, but about half the death scenes, even when the characters get better, not helped by the large number of woobies; also the relationships between Jayesh and Karl, Rudd and Lys, and Elaine and her foster parents, and the fates of a number of characters you wouldn't expect to miss (see Alas, Poor Scrappy, above), or even actively loathe. Let's not even get started on the break-ups.
Especially the note Karl finds at the end of The Wheels of God story arc in Morningstar. "He knows. He has always known."
The Woobie: Jill, Michael, Mr. Easterman. Elaine. Thole. Charlie. Erishad. And Jayesh.
To some extent Lucifer is an Iron Woobie / Jerkass Woobie, given as he spends his entire existance striving for things he probably can never have.