Aww man, to me he's too much of a great character and you are able to build such a strong bond him, possibly an even stronger bond then what demons could've achieved, that it REALLY hurts when he leaves.
Well as far as connecting to you or a demon to the Hellhound its all the same. Hellhounds rely on being mentally connected to another being in order to be able to think and feel as a normal sentient being would, making them rely on the connection to be more than just another dumb beast. So for the HHC connecting to you or a demon results in his being stronger, faster and smarter.
The only reason your hellhound has the strongest connection to you is because you obtained his loyalty when he was little more than a dumb beast. This can be achieved by saving its life, feeding and taking care of it before bonding or any other ways you get a dog to be loyal (its not hard). So you may show the hellhound actual affection but he'd still respond with undying loyalty if you didn't. If you want him to do something horrible (like rape Jojo or steal candy from a baby) he'll do it with a smile, eager to please his master. If you want him to do something wonderful (save the world, put a fuck me sign on the Incubus Mechanic's back) he will also do that with a smile.
Because he's your loyal pet.
Also I've got like two idea's for him, their small one's:
- The first time you find him, I feel like there should be a 'Put him out of his misery' option for those who don't want him, but don't want him to suffer anymore. Because in my opinion, the 'Leave him to die' option felt like a monstrous thing to do.
- I feel like there should be a mourning scene when he leaves after you know everything about him.
1.
Euthanasia? sounds fine. Would actually be an act of kindness if it wasn't for the fact that you have food on you and can just feed it and tell it no later when it tries to make you help it hunt, or even after that when its big and strong again. There are plenty of ways for you to help the dog...
2. No. Mourning may apply to your character you have but not everyone would mourn in this circumstance and it'd be a bit unecessary as you can just head cannon that up and be fine.