I cannot for the life of me remember what I'm trying to

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I cannot for the life of me remember what I'm trying to remember.

I think it was a comic or book about a man trying to escape from the afterlife/hell. Along the way he finds a woman and she reluctantly goes with him. Later they after seeing more of hell and losing some of their hope they meet a demon who takes an interest in them and makes a deal.

That is all I can recall. I think the demon may have also wanted to escape.