Nightmare

Nightmare CR: 3

Large fiend, neutral evil

Armor Class: 13 (natural armour)

Hit Points: 68 8d10+24

Speed: 60 ft , fly: 90 ft

STR

18 +4

DEX

15 +2

CON

16 +3

INT

10 +0

WIS

13 +1

CHA

15 +2

Damage Immunities: Fire

Senses: passive Perception 11

Languages: Understands Abyssal, Common, and Infernal but doesn't speak

Challenge Rating: 3

Confer Fire Resistance. The nightmare can grant resistance to fire damage to anyone riding it.
Illumination. The nightmare sheds bright light in a 10-foot radius and dim light for an additional 10 feet.

Actions

Hooves. Melee Weapon Attack +6 to hit, reach 5 ft, one target. Hit 13 2d8+4 bludgeoning damage plus 7 2d6 fire damage.
Ethereal Stride. The nightmare and up to three willing creatures within 5 feet of it magically enter the Ethereal Plane from the Material Plane, and vice versa.

A nightmare appears in a cloud of rolling smoke, it's main, tail, and hooves wreathed in flame. The creature's unearthly black moves with supernatural speed, vanishing in a cloud of brimstone as quickly as it appeared.
Also called a "demon horse" or "hell horse", the nightmare serves as a steel for creatures of exceptional evil, carrying demons, devils, and other vile monsters. It resembles a fiendish horse, and a nightmare's fiery red eyes betray it's malevolent intelligence. A nightmare can be summoned from the Lower Planes, but unless a worthy sacrifice is offered to it as food upon it's arrival, the nightmare displays no special loyalty to the creature it serves.
Nightmares don't appear naturally in the Multiverse. They must be created from Pegasi. The ritual that creates a nightmare requires the torturous removal of a Pegasus's wings, driving that noble creature to evil as it is transformed by dark magic.

Suggested Environments

The Nine Hells, anywhere that a powerful malevolent creature is.