The comic is Hellblazer... There's SHITLOADS I kinda wanted to start reading them as well, but I just don't know where to begin...
He is their leader, didn't you hear the last line "I don't work for the Brujeria... The Brujeria work FOR ME!" He's been behind the Rising Darkness, he didn't kill Papa Midnight because he still has a use for him. As for if he was lying or not... That would be a kinda douchebag move... Finish the season on that, leave us hanging only to come back and say "lol just kidding, was all a lie kek"