The White Devil is the title of a play by the Elizabethan and/or Jacobean dramatist John Webster. He also wrote The Duchess of Malfi, which gets more press.

Anyhow, there's "My White Devil" by Echo and the Bunnymen (on the Porcupine album), wherein McCullough sez: "He was the author of two major tragedies / The White Devil and The Duchess of Malfi". The rest of the lyrics are blessedly unintelligible. I find it amazing that an idiot like Ian McCullough has ever heard of John Webster. Maybe he saw something about Webster on TV? That's the least implausible explanation I can think of.