The Four Horsemen are characters in Christian legend who stand for Four Horsemen of the Apocalypse. There are different indications that Makima was related to these Devils when they fought with the Weaponized Devils.
1. The Control Devil (Makima): Because it's been proven that the Control Devil can handle any entity, Makima perceives to be beneath her, and even uses coercion to compel them into signing contracts with her or another Devil, so that the victim's memory loss ensues.
Makima can use a sword to cut the heads of nearby enemies at somewhere close to medium range. Although it's unclear if she possessed them before, this type of ability compares to those of the Darkness Devil and the Gun Devil. Makima has demonstrated the ability to command numerous rats, enabling her to use these beasts to travel.
2. War Devil (Asa Mitaka) : The War Devil agreed to permit the transfer under which they jointly controlled Mitaka's body. It's as if the user's brain had been only partially damaged upon this agreement, although the change in state of her mind has no adverse repercussions on her. It seems as if the War Devil is the only being who can oversee the transfer of control of the body.
In this state, Mitaka cannot change anything regarding her appearance, as she has no control over it. The appearance disappears when she returns to her original state. It's unclear whether it remains in her head even when it's not in use. It took Mitaka some time to realize she could be a part of the sudden actions as a "ghost" while the Devil was in charge of her body.
3. Death Devil (Unknown): The Death Devil is one of the Four Horsemen, but we mildly understand more about him than at this point. We eagerly await more information about death devil.
4. Hunger Devil (Unknown) : We're currently unsure of all the details about Hunger Devil, but it's speculated that he may be one of the four horsemen. We'd love to learn more information about Hunger Devil later in the series.