I think it is the second one, with the company
The two parts of the excerpt that shows the central character is devoutly religious and God-fearing are:
"The man therefore read it, and looking upon Evangelist very carefully, said, Whither must I fly?" This shows that the central character is willing to go the path that Evangelist advises him to, it's something that he feels he wants and must do.
"Then said Evangelist, 'Keep that light in your eye, and go up directly thereto: so shalt thou see the gate; at which, when thou knockest, it shall be told thee what thou shalt do.'" This shows that the central character is willing to follow Evangelist's instruction because of both the character's name and where he is saying he should head.
An indirect characterization could be that she is greedy, selfish, and impatient. We can see this in how she goes to the Devil to make a deal with him on her own, rather than waiting for her husband to do it. We can also see this in the fact the story says she keeps things from him, even though they're are married. This could show how she only desires things for herself and doesn't want to share. Hope this helps! :)