I gave the wrong impression. I do not mean to say that my Asmodean has any intention of forsaking Asmodeus, the thought would never cross his mind, but there is a backstory reason for this. What I meant was that my soul is chained by contract to the self-proclaimed 'most powerful asmodean on the continent'. The contract is a minor problem, for I have a dozen loopholes to choose from, to have it made null and void, but all in its own time. Eventually my 'master' will cease being useful, and I'll assume direct control of his assets. Before such a time though, I mean to prepare for failure, and that means consolidating my own power, in the material, as well as Hell.
My GM has given me no cause to believe that my god would interfere with me stealing/trading souls. In fact, they seem to be valuable currency in hell, with a hellish economy (in rough strokes) considering enslaved petitioners the equivalent of coins, and enslaved souls the equivalent of gemstones.
I'll ask my GM about hell being a bit of the Abyss that was beat into shape, and whether that could be a workable angle.