Lucifer has very little left, but he has Sam and in some ways, that's all that's ever mattered to him. It is all that matters now, since there will be no more Apocalypse, no more freedom, no more future. Only the Cage, its frozen isolation broken by his brother and the humans they both hold close. Lucifer adjusts to Michael's presence faster than he expected. There isn't much room for fighting.
He curls himself around Sam's soul. His body, half Lucifer's own by the time of their fall, is gone. He doesn't know when it happened. The first... Measures of time mean little in Hell, but when they fell, there was a period of confusion and anger and chaos that Lucifer can't remember very clearly. The evidence of it mostly laid in scars along his now calm brother's wings or ones Michael gave him in return. Sam's body was there and then it wasn't. Lucifer keeps his soul tucked even closer than Michael does Adam's because of it, for Sam's own protection.
He nuzzles against Sam's soul, wings raised over him to keep him hidden from view and near the heart of Lucifer's grace. Sam has long since gotten used to Lucifer's true form, regarding it as familiar, even beautiful, rather than horrifying. Hell has done the best it can to tear him apart, but under Lucifer's constant watch, it never hurts him more than Lucifer can heal. He stitches Sam back together with his own grace, singing softly to him to soothe his pain.
He's scared that he won't be able to keep Sam safe forever.
It's Hell that he's frightened of losing Sam to. He never even considered that there were other forces working overhead to take him away.
He thought he might be allowed some peace, at least, if not his freedom.
Michael rouses first. His movement sends a shockwave through Lucifer's grace. He rises, tucking Sam's soul tighter into himself as he turns to face the being approaching the Cage. The bars obscure their view. Lucifer snarls at Michael for the first time in ages as his brother twists and bumps into him to try and get a better view, only making it harder for Lucifer to see. Michael doesn't even bother to return it.
A moment later, and Lucifer is as silent as he is, pulling himself back from the bars as the being reaches them. There's nowhere for him to go. Michael presses close to his side. Lucifer feels the strangest urge to hide under his wing, even though he knows Michael wouldn't let him, not anymore. Instead, he reassures Sam with a deep hum, hiding him deeper in his own grace to keep him from feeling Lucifer's own fear.
Because Death has come to the Cage, and It and Lucifer did not part on good terms.
"Did your vessel-" Lucifer begins to ask, but before he can finish his sentence, Michael cuts him off sharply.
"No." In that, Lucifer can hear how terrified he is. He isn't bothering to hide it. They're staring down the same barrel: an eternity without the only creature in the universe who is meant to understand them. Lucifer can't see Adam. Michael is keeping him away from Death, too.
There is a prison out there that could hold Death. Lucifer broke it with a resounding, bloody crack. The bars of Lucifer's Cage don't stop Its approach. It pauses. Lucifer wonders if It indulges in petty delights like the taste of an archangel's fear. He has never understood It, no matter how well It served his cause. However warped he has become, the core of Lucifer has always been light and creation. That might have been his undoing, wielding Death like an attack dog against humanity when It was much more dangerous to the angel holding Its leash.
"Why are you here?"
"I made a deal with Dean Winchester for his brother's soul," Death tells Lucifer, "and I find him marginally less annoying than I do you." Lucifer can feel Michael bristle beside him with instinctive, unnecessary fury.
Lucifer has seen Sam's memories a thousand times. He's lived them through Sam's eyes, felt everything Sam did. He knows what it was like to feel Dean's arms around him as he collapsed into the mud and died for the first time. He knows what it felt like to wake up afterwards and have Dean hovering over him, his soul already bargained away. He remembers what it was to have a brother who would do anything to save him.
Dean Winchester would only make a deal with a being like Death for one person, and that's not the half-brother he barely knew.
"You can't have him," Lucifer says. He tries to back away further, but the freezing bars send pain lancing through his grace for getting too close. Sam's soul chirps in concern. Lucifer's grace thrums through every inch of his soul, holding him together. "You can't. He won't survive without me."
"Dean made the deal knowing that risk. Let him go, Lucifer." Lucifer hisses. He wants to tear Dean apart himself, and he doesn't know if it's for Sam's sake or his own. If keeping Sam is selfish, then he doesn't care. He belongs with Lucifer now. Taking him away will shatter them both. Death watches without much sympathy. "I will take him from you if I have to," It says with the cadence of a weary adult confiscating a toy from a spoiled child.
"Try," Lucifer says, as though he can do anything to stop It.
Lucifer isn't strong enough for Death to bother fighting him. Lucifer is prepared for one, not for Death to reach forward, reach through Lucifer, and pluck Sam out of his grace as easily as one might pull a fruit off a tree branch. It hurts more than anything Lucifer has ever felt before. Sam panics as he's torn from Lucifer's grasp. Lucifer clings on tighter until he hears Sam crying out in pain and feels his grace pulling Sam apart from the inside to try and keep him. If he holds on, then Lucifer will be the one to destroy him.
He lets go.
"Please," he begs. Death doesn't even look at him once he's not an obstacle anymore. It turns away from Lucifer, and he screams. "No! Give him back!" It's all impotent rage, and it goes as ignored as any of Lucifer's tantrums. Death leaves, taking Sam's soul with It, and Lucifer can't let It. He can't. He charges after Death, straight in to the bars that imprison him. He bashes his grace against them again and again, "Sam! Sam! Sam!" They burn cold against his grace each time, leaving scars each time he rams his entire being against them. If he can only make a crack, he can slip a little of his grace through to go with Sam and keep him safe. He slams himself into the bars harder.
He can't stop. Sam is fading away. Lucifer can barely hear a whisper of him beyond the bars. He grows more frantic, crashing against the sides of the Cage like a trapped animal, snarling and clawing at the bars as they burn him back, embedding shards of the Cage deep into his grace in an attempt to sedate him. Lucifer batters his wings against the ceiling until broken feathers begin to litter the ground. He can feel his wings ripping apart the harder he lashes out, but he has to get out, he has to get Sam back, he has to-
Lucifer loses himself, blinded by fear and anger, fed by his own pain as it grows worse and worse until he collapses. His grace breaks before the Cage does. He shivers, curling in on himself and whimpering as he's forced to feel the damage he did to himself in horrible clarity as the fight bleeds out of him.
He didn't even make a dent.
Michael comes closer. Lucifer tries to lash out at him. It's not fair. He gets to keep Adam. It's not fair! He can't do much more than weakly beat him back. Michael pushes through it until he's able to wrap himself around Lucifer, pressing his own grace into Lucifer's wounds. Lucifer refuses to acknowledge it.
Michael covers Lucifer with a wing. It feels like an apology. Lucifer doesn't want it. He just wants Sam back.