So about the climber, I think it has to do with where the crevasse they appear last.
This time it was Hyakki Yagyo, aka Night Parade of One Hundred Demons, a mythical legend from Japan; the place that the previous crevasse appear. In Japan it was Cheonma, i dont really know what it is referencing to, but from the name he is Korean; the first place the crevasse appear. The first Climber was Devil Akrir, I can't really tell what it's referenced to, but I guess it's just a "placeholder" as it was the very first crevasse. Following the pattern, the Climber probably something that comes from Germanic myth such as dwarfs, elves or something else.