I feel like it (Lucifer) is an overdone name for all the wrong reasons, considering who the name is originally associated with. It’s said that Lucifer himself was once the greatest angel God had ever made before his fall, and his name means morning star of all things in Latin (which by itself raises a whole new volley of questions on what the devil’s real name was, since the original biblical text was in Hebrew, NOT Latin).
Unfortunately, regardless of what the origins of the name Lucifer really are, it’s always had negative connotations due to WHO it’s associated with, just like with the name “Adolf” or surname “Hitler” for… well, you know
Anyways, mini rant over. I feel like Lucifer would be nice for your character.
Edit: I agree with Ray Edwin, Romeo is just so hackneyed considering all the human characters people name them after. The only other time I’ve seen the name Lucifer pop up on this platform is to refer to the “actual” devil in someone’s story, not a completely different creature with the same name, so to give your own character the name Lucifer really would add that extra “shock” factor into your story…
But that’s just my opinion