Everyone's theory is that Vaggie is a ex Exterminator. Why?
She's the only character in the main cast who has a X on her left eye, even though all the Exterminators (excluding Adam) have a X on their right eye. She also has a spear that's similar to the Exterminators.
This was deleted, but she does have wings that look similar to Exterminators. And even if she's a moth, she does have ways of getting moth wings, such as in case she's in a high place, possibly in her demon form.
And Hazbin Hotel Journey to the light did say something about her being a fallen angel like Lucifer. But we're going have to wait for Vivziepop or the show to confirm it instead because we don't actually know that.