Shabranigdo is the very first Mazoku to be created.
Ruby Eye Shabranigdo battled Flare Dragon Ceifeed during many millennium. At some point around 5000 years before the events of the series, Shabranigdo created five Dark Lords to assist him Hellmaster Phibrizzo, Chaos Dragon Gaav, Great Beast Zelas Metallium, and Sea Queen Deep Sea Dolphin. After he have created his Dark Lords Shabranigdo try to finish off Ceifeed. Shabranigdo have successively destroy Ceifeed's body. But Ceifeed's spirit wasn't destroy with his body. Ceifeed used all of his powers to divide Shabranigdo's powers. Ceifeed cause his spirit to scattered all around the world by using all of his powers and Shabranigdo being divided in seven fragments which were sealed into human souls.
4000 years have past since Shabranigdo and Ceifeed last battle. Hellmaster Phibrizzo have found one of the fragment of Shabranigdo in a human named Lei Magnus. Hellmaster Phibrizzo then staged a worldwide war between several human nations and used the horrors to cause despair, sadness and other negative feelings to Lei Magnus thus awaking the fragment of Shabranigdo which took over his body and mind, and became the "Demon King of the North." Lei Magnus/Shabranigdo took command of the demon armies and started a worldwide war against the Dragon Lords, servants of Ceifeed, and their troops. This started the dreadful "Koma War," the worst conflict the world ever knew, which is considered as a turning point in the history of the world.
During this war countless of dragons, elves, humans, monsters, Mazoku and other creatures were killed. The five Demon Lords managed to make the knowledge of Holy Magic (the most useful weapon against them) almost disappear from the world, by destroying many of Ceifeed’s temples. Xellos who had singlehandedly slaughtered thousands of golden dragons, was rewarded by Lei Magnus/Shabranigdo, who gave him the Demon Bloods Talismans. After that, Lei Magnus/Shabranigdo and Chaos Dragon Gaav fought against the forces of the Dragon Lord of Water Aqualord Ragradia, trapped by the Mazoku Barrier: a gigantic forcefield created by Phibrizzo, Dynast, Zelas and Dolphin, which separated a huge portion of the world from the other continents. This barrier cut the world in two and prevented the dragons trapped inside from casting Holy Magic, thus drastically weakening them. Ragradia was killed, but before dying he managed to fuse Chaos Dragon Gaav with a human body and to seal forever Lei Magnus/Shabranigdo into the everlasting ices of the Kataart Mountains. This ended the war, which no real winner.
Like all Mazoku Shabranigdo have only one goal is to return everything into nothingness.