I'd go with Mephisopholes (Archdevil, not Demon Lords). Demon Lords, by their core features, are chaotic and destructive. The only one that would 'keep' the conquered is Orcus... and that is not the type of un-slaves you want for PCs.
Further, I'd make the Devil conquered place have the appearance of an absolute Paradise on Prime, earned by effort and obedience. Absolute order. Slaves worked hard, but provided with enough food, water, rest and medical care. The people of the lands say that they used to work hard and wonder if it would be enough for them to survive. Now they work hard, but at least they have confidence they'll survive and be healthy... And slaves that work hard enough are raised up from slavery and begin to enjoy the fruits of their labor as noblemen with land grants.
... but behind the scenes it is an Evil place. The Devils are eating people that displease them, while making it seem like they've been reassigned elsewhere. Those people that are content to be well cared slaves are being corrputed so that their souls will go to the 9 Hells. They're being encouraged to reach out to distant relativees to encourage them to come to the Safe Haven and join the Empire ... as it is a place of safety and prosperity for those willing to follow the rules. Those raised nobles are rarely human at all... just devils in human flesh.
