Scapegoat is the half-brother of Etrigan and Merlin; their father is Belial, but they have different mothers. Etrigan was born first, and he was a terror even in Hell. Belial decided to have another child to control Etrigan, but Etrigan sabotaged the attempt. Belial thought he was fornicating with a Middle-eastern goddess, but she was actually a plain old goat. The child of this union was Scapegoat. Belial tried to get Scapegoat to control Etrigan, but to no avail–Scapegoat loved and worshipped his brother. Belial later had Merlin, who did indeed control Etrigan.
Scapegoat ended up living in Otherworld, a purgatory-like plane where evil people tried to rise over their past misdeeds. There, Scapegoat took on all the sins of humanity, having himself tortured every day for others’ actions.