The last like 5 minutes of the episode feeds the radiostatic ship, as well as shows us what their relationship was at the beginning.

Alastor time!!

He was a radio host & Star who always wore a smile, but whomever displeased him would end up dead and in a forest shack where he hid the bodies. However he knew that he would end up in hell and summoned a spirit to make a deal in order to ensure that he may continue his 'fun' upon entering hell. The being he had made a deal with was Rosie, and her deal with him was for her to make him the most powerful sinner in hell and in return he would do a task for her, and until said task was achieved his soul would be hers. The interesting part is that he died the day just after making said deal via being shot due to being mistaken for a deer while he was in the woods hiding a body.

Theory: the creature your sinner form takes after is determined by the creature you had last been associated with in life, or something similar

All other bits of info or details must be obtained through watching the show yourself. In a previous post today, I provided a link to watch season 2 for free and no adds. HERE (link to post, not site :P)