So he's bored with immortality and omnipotence? Its not really an anti hero show then more like a comic drama
yeah the comic is absolutely nothing like the show. He isn't bored, it's moreso that he knows that everything is allegedly part of "God's Plan", and he wants nothing to do with God's plan. lol
Comic Lucifer isn't going around saving people moreso than he is constantly dealing with people's fukkery and the fallout of it.
The entire setup is that he didn't want to rule Hell anymore because he felt it was pointless. So he had someone cut off his wings (and with his wings, the far greater majority of his power), handed over the keys and left.
First story he gets the means to make a universe outside of the regular one where God has no say so at all.
Second story is not only him trying to get his wings/full power back, but the angels don't like the idea of him inviting all of creation to live in a place where God has no rule, so they set out to stop him before he even gets started. Not to mention theres a bunch of demons and older gods who want to kill him while he's at his weakest and distracted. And the host of gods that wound up with his wings.... really don't like him.
Also, his personality in the comics.... closest I can come up with is.... if you ever watched an episode of InuYasha when it was on cartoon network, Lucifer is like Sesshomaru, the lead's "evil" brother with the white hair and one arm. None of that smirking joke making charming rogue stuff that you see on the show.