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I have a theory.
You know how there's skulls on Shu's outfit with horns at the top almost identical to Vox's? W don't know what time period Shu is from so what if Shu's sorcery is powered by demons? Or demon energy or essence or something? What if he's the one that opens portals to the underworld, releases demons, and kills them to take their magic or essence. But then Vox crawls out of one of those portals. What if Shu was trying to kill him but was too powerful? So later he plans to overthrow him by talking to Tokugawa to take down him and his clan. He eventually gets his horns upon death, and that's why in Vox's first form (first outfit) he has no horns. Vox doesn't know any of this and still thinks Shu is his friend after being transported to the future and meeting Luxiem.