"Praise the Holly fire as it purge it all to ashes!"
Pyro got his nickname because he was always obsessed with fire, ancient legends say that one day the old wolf threw himself into a mysterious bonfire, but instead of killing him the fire changed color and he returned young unharmed as an immortal entity.
From that day on he became known for being the Bringer of the Holly flames. Possessor of a special type of fire that reduces even supernatural creatures to ash, killing them.