The Devil Hulk first appeared in Jenkins' run. He was chained into the depth of Banner's mindscape, and for the first time could've had the chance to escape if Banner died with LSC. That wasn't the case, though.
Now, He definitely took control together with Banner starting right after No Surrender.
I guess there's some confusion when talking about the Immortal Hulk. People tend to think this describes a new incarnation. That's no true.
Hulk is immortal; that's one of the main points of this run: Banner can die, Hulk can't. It doesn't matter what incarnation/persona is in control (we've seen that in this issue!). All of them have their particular characteristics, and that's it. What is more important is why and how the Devil incarnation took control; what happened to the other ones? In what circumstances they may come out and how is the dynamics between them?
Also, there may be a confusion about the visuals. In Banner's mindscape the Devil Hulk is seen, or Banner sees him, as a serpent-like being ( you can see it both in Ron Garney's and Bennett's despictions in the link below). It's not what he's like outside, though. But, concerning the Hulk, that is expected.
https://community.cbr.com/showthread...ion-2019/page8