Modo and Mahu are devils named in Samuel Harsnett's Declaration of Egregious Popish Impostures [1603]. The frequent borrowings from Harsnett in King Lear [such as Flibbertigibbet in 3.4.115, Modo and Mahu in 3.4.144] helped scholars to set the earliest composition date for the play.
The devil attacking a window
a detail from St Anthony the Hermitby Matthias Grunewald [c.1470-1528]