I think part of the brilliance of this piece is that it cannot be classified as gory. There is an element of blood to it, but it is nothing that would indicate horror here. It is a combination of embracing fear of two kinds: Fear of loving someone with a bit of darkness within and fear of coming to terms with the darkness within yourself by being in the arms of a demon. It is magnificent, and really thought-provoking.
I really like it. I like how the two characters are different, how it makes them stand out from the other. It's intriguing and makes me wonder what you were thinking while drawing this piece. Great work.