i've been wondering that as well, i've mined trough all fallen related grimoire but i found nothing.
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I have two hypotheses: 1: They are red with Guardian blood, and this is why they are wanted by the Vanguard, the Devils' insignia is a Radiolaria-induced hallucination. 2: Bungie done -blam!-ed up.
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i actually have a plausible theory: skolas did manage to get certain fallen of the house of devils to join the house of wolves, and the devils are supporting the twisted claws in their mission.