1. BileBile is commonly associated with the underworld in Celtic mythology (although some disagree on that understanding of him), which is presumably why LaVey described him as the "Celtic god of Hell." However, the Celtic underworld is a far cry from the Christian Hell.
It's commonly attributed to the Greek, and LaVey calls it a Greek name for the Devil. In truth, we're not quite sure where it comes from. The first known reference is from a 4th century commentary attributing the name to an ancient pagan god of the underworld. This was a common understanding of Demogorgon in the Medieval and Renaissance periods, but does not appear to have historical support.
The name may be related to the Greek words daimon and gorgon, which together would mean something like grim spirit.
Some have suggested that the name is a corruption of the word demiurge, the creator of the physical world according to Platonics and Gnostics. Because the physical world is either a pale shadow of the spiritual, or else in opposition to spiritual goodness, the demiurge is not a being worthy of worship or praise.
3. DiabolousSpelled Diabolus, it is the Latin word for "evil one" or Satan. LaVey describes it as meaning "flowing downwards" in Greek.
4. EuronymousThis is presumably a misspelling of Eurynomos, a Greek underworld spirit which feeds on the flesh of the dead, leaving only the bones.
5. FenrisAlso known as Fenrir, this is a monstrous wolf and a son of Loki in Norse mythology.
6. GorgoA diminutive form of Demogorgon, discussed above.
Hecate is one of the few Titans to remain in the good graces of the Olympian gods, since she sided with them against the other Titans. As a Titan, she is a being of primordial power.
She is commonly associated with the night, the moon, crossroads, ghosts, and the underworld. She is a guardian of thresholds in general. She assisted Demeter in the search of Demeter's daughter Persephone and accompanies Persephone as she travels between the realms of the living and the dead.