Your Mythology May Vary
Though Darksiders’ mythology is based on Christianity, there’s no reason it can’t take even more liberties with the canon. Fury and Strife are actually supposed to be Famine and Conquest in the Bible, and I’m pretty sure there aren’t angels who used to be dragons in that book either. Unless there are, in which case, that’s totally awesome.
As such, there’s no real rule saying that they can’t draw on characters from other religions, lore, or mythology. Go the Supernatural route and go all out with this thing. Have the Four Horsemen fight Cerberus from Greek mythology, Wendigos, or ride dragons from Chinese folklore. With the Four back together, demons alone won’t just be able to take them. It’ll take everything the Charred Council and the Prince have if they want all of them dead and unable to interfere with their plans.