I’ve been on a deep dive into non-human romance lately, and this question caught my eye. Honestly, a true 'devil fairy' protagonist is pretty niche. Closest I can think of is maybe certain fae characters in dark fantasy romance, where they have that beautiful-but-malicious, trickster vibe. But a literal devil fairy? Might be mixing tropes.
You could look at Holly Black's 'The Cruel Prince'. Cardan is fae, not a devil, but he's got that cruel, princely demeanor some might associate with a 'devilish' fairy. For a more monstrous take, maybe some stories in the 'villain gets the girl' subgenre? I remember a web serial where a fairy king was portrayed as a demonic entity, but the title escapes me.
It feels like a character type that’s more common in fanworks or specific indie paranormal series than in mainstream published novels. The search is half the fun, though.