The show runners have outright said Mephisto won’t be appearing. So unless they’re straight up lying (which isn’t impossible I guess), I wouldn’t wait up. More likely the girl took a hooded Sylvie with the horns on her tiara as the devil.
I really don’t know how we get through the finale without at least a direct reference to Kang. The way the shows have gone so far, it’ll probably be another Loki behind it, but nobody else in the canon comes to mind that could fit except Kang. And that they cast him nearly a year ago, Renslayer, the TVA…the dots connect to him. And we may not even see him. But I think it ties to him before the end of the next episode.
I know some people have mentioned saving the big guys for the movies but there's already a precedent of introducing a character on Disney Plus before moving into the movie side of things. The chick in Wandavision is going to be in The Marvels along with Ms. Marvel who is also being introduced in her own show first. So I don't see why they wouldn't introduce a major villain on a show first.