Stolas and Moxxie have so much chemistry and sexual tension in the short.
That is not how I would define sycophancy, personally, but I support your ship for the sole purpose that it still does something different and potentially more understanding for the characters. Moxxie is a spineless little worm and the only way you can differentiate how he interacts with Stolas as opposed to Blitz is that Moxxie is constantly telling Blitz how much he sucks while happily being Stolas' little desk buddy eating him out under the table.
Moxxie being a sycophant is not actually an issue, though I would lean more into the fact that, while an Imp, Moxxie grew up wealthy and has a lot more in common socially and temperamentally with Stolas than Blitz does.
Meanwhile Millie and Blitz would be a delightful chaos gremlin duo on par with Team Rocket. After missions Blitz and Millie celebrate at a bar where Blitz then proceeds to sloppily make out with a stranger while finger blasting Millie.
But because it's Helluva Boss where it's both rated PG on visuals but the writing is unsuitable for anything resembling television, even under an MA rating, I suppose we'd have to have Millie lounging against the bar looking content from the waist up, we get the idea of Blitz's hand while he has his tongue in another demon's mouth. And as a server walks by with a tray of dishes, have him randomly slip and fall right in front of Millie.
Yeah you can have your ship, I'm taking this one.