Speaking of old gods, old worlds, and old religions, perhaps we should be looking into a different kind of mythology to identify Mallory. Greek mythology has popped up on AHS before: consider Coven's Minotaur, for instance. That's why it's not totally out of the question for AHS to incorporate entities from beyond the Biblical realm.
So, who could Mallory be? The easiest grab is Hecate, who is literally the Greek goddess of witchcraft. She draws her powers from the moon, the night, ghosts, spirits, and even necromancy.
There are other options, too! Gaia is literally the Greek personification of nature and Earth. Kind of like Mother Nature. Perhaps that's how she can manipulate her rose so effortlessly and turn it into butterflies! Then there's Demeter, who is goddess of the Earth's fertility.
Maybe this would explain why Mallory confounds Michael so completely? Her powers are completely different than his, almost otherworldly. Remember, Michael is merely the son of Satan. I could imagine him being just a bit intimidated by a literal goddess.