Devil...and then I googled the meaning of the song, and found out from a page on Procol Harum's website that although that line is there because it was inspired by a Randy Newman song referring to a senator from Kansas, there is in fact some folklore about a portal to Hell in northeast Kansas.
See these links:
https://www.procolharum.com/99/kansas_devil.htm
https://www.washburn.edu/cas/art/cyoho/archive/KStravel/stull/
It mentions on the Procol Harum page that there are supposedly two portals to Hell, with the other one being in Germany. I'm not sure why Germany was mentioned, but a lot of Germans did settle in northeast Kansas.
The other page refers to there supposedly being 7 portals to hell, and a Kansas rancher saying the other 6 are in Oklahoma. Pretty sure that has something to do with state university football rivalry, lol.
Btw, if the Devil did decide to leave Hell via a portal in northeast Kansas, he was probably heading for Kansas City, MO or KS, for some decent BBQ, much better than anything he could get in Hell.