I think 'The Wendigo' is among the best Blackwood stories. It has this terrifying and otherworldly creature, the Wendigo. Blackwood does an excellent job of building up the horror and making the reader feel the cold and fear that the characters experience in the story. It's full of suspense and a great exploration of the unknown in nature.
The main theme in a Jessica Blackwood novel usually centers around a character's journey of overcoming challenges and uncovering hidden truths. This could be set against a backdrop of a fantasy world or a contemporary setting.
The title does suggest that it could be a horror novel. The 'devil' is often used to create a sense of fear and dread in horror literature. But it could also cross over into other genres. Maybe it starts out as a mystery with Jessica Blackwood trying to solve a case related to the 'name of the devil' and as the story unfolds, it becomes more and more horror - filled. Or perhaps it uses horror elements to enhance a different genre like a detective story. So, we can't be certain just from the title that it is a horror novel.
There is also Goblin. Goblin is a rather mysterious and somewhat menacing figure in the story. He has a strange connection to Quinn and adds a lot of intrigue to the plot. He is not quite human and his presence brings out different aspects of Quinn's character as they interact throughout the novel.