Dudley Bradshaw, a wealthy young playboy, has a secret identity. He's Mr. Satan, a costumed hero, international detective, and soldier of fortune. He had no superpowers, no sidekick -- just a purple devil's costume from a Fancy Dress costume shop (the costume also included a long yellow cape). His brief comic book run was in the first nine issues of MLJ Comics Zip Comics, where he served -- along with Kalthar (King of the Jungle), Miracle Man, Capt. Valor, and others -- as a backup feature to the adventures of Charles Biro's Steel Sterling, Man of Steel.
Mr. Satan was created by writer Abner Sundell and artist Ed Ashe. The pair created most of Mr. Satan's none adventures as well as other features for MLJ.
Mr. Satan has no backstory. Why he decided to get gussied up in that get-up remains a mystery, as does why he chose such a poor costumed hero moniker. His adventures -- six pages per issue -- are quickly told, with no suspense, little mystery, and even less depth. He remains one of the few MLJ comic book heroes was was not picked up later by one of the comic book publishers of the 60s.
The 1940 Mr. Satan should not be conflated with the much more popular Mr. Satan from Dragon Ball.
For your edification, here the complete Dudley Bradshaw oeuvre: