Having thought about it, Lucifer having avatars makes sense. When one is literally a rival to God himself in terms of power, of course they can create manifestations of themselves. I mean, Darkseid does it in the comics.
The Sandman as Earth-19 is my new head-canon, lol. Here's hoping that the Abramsverse ties into the already established Swamp Thing so that black John Constantine can be Johanna's cousin or something.