I’ve always seen him as the devil. In the last encounter with him John shouts ”Damn you!” at him to which he replies to by saying ”Yes, many have.”

To my knowledge the grim reaper does not make deals like the Strange Man does with Herbert Moon, so i would say the devil.

The Weird Dude is an amalgamation of many deities including: Mephistopheles, the Grim Reaper and Baron Samedi.

To me it's just Karma personified.