"Alzrius" is the name of an Abyssal Lord from Planescape (in 1E terminology that would be a Prince of the Abyss).
Alzrius gets mentioned only once or twice in a couple of Planescape products, and never in connection with anything important. I can't recall the exact products, but I think they were among Hellbound: The Blood War, Faces of Evil: The Fiends, and On Hallowed Ground.
Additionally, one of the last few Dragons to be published in 2E had an article "Armor of the Abyssal Lords." One suit of armor was described as being flame-themed, and its Abyssal Lord was unknown. That was probably Alzrius (see below).
Alzrius was described as being a living flame (curiously like a fire elemental), and that when he sent his minions out into battle, he gave them a piece of his own body to use as a torch (which means he probably was the host for the Abyssal Olympics). He ruled the 601st Layer of the Abyss, which is called Conflagratum.