I think Kevvan might have wanted to become a travelling hero or soldier when he was a child, and that's why he obtained the skills and network to become a mercenary.
Note; Selena's backstory does contain a spoiler for her childhood dream, so don't read that! The hints I'll give are that
-Her father is the devil in a universe where demons are a neutral party devoted to servitude of humans
-She grew up around humans who were v e r y unhappy that she was a demon.
Yeah! She wanted to be Vice Satan, a heroic example of demons that would convince humans to give demons the respect they deserved.