Vasquez is not a monster familiar to the people of the North Americas. He is much more at home in Old Mexico, and he would much prefer that the lands that once belonged to his chosen peoples still belonged to them.
He and his siblings were seen as gods to the tribes of Old Mexico, and he himself was known by many names. The Aztecs called him Mictlantecuhtli, and he does not mind it much even if it is not accurate.
What Vasquez is, however, is ancient, slightly evil, and always hungry. However, he does like his new companions. They are very young in his eyes, and he has chosen to be their protector.