Looking for information on an old publication

For a few years now, I have been looking for a comic that I had found in a card shop in CT. I was young when I found it, and although I immediately took interest, at the time my parents decided it was too mature for me. The title of it was "Lucifer". Originally I thought the Vertigo/ DC comics Lucifer Morningstar was too tame to be the one I had found way back then. Today however, I found the "The Sandman Universe" issues of Lucifer, and I believe that it contains the same art style and gritty darkness of the issue I had read back then. I found that there was a series in "The Sandman Presents" that came out back then. The scene in particular I remember had lucifer sitting on a park bench talking to a woman, something about a deal I believe, when a minotaur or some sort of demon comes out of the shadows and impales the woman with a shattered tree. Any help in identifying this comic would be greatly appreciated, as no one I have talked to has been able to come up with what it is. Thank you