Zero "Zero of the Superfast Quadruple Guns"
About
After he met Kurohime again he vowed to protect her as she protected him, and to break her curse.
After the battle with the Death God he perished, taking an unconscious Kurohime outside the closing Gate to the Underworld by wading through the Blood River Styx, having his body dissolve in the process. It is later revealed that Death God Rei is Zero's twin brother.
It is later revealed that the real Zero died protecting Rei as a child, and that the Zero everyone knew was actually Rei, who decided to live his life as Zero.