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According to Theravāda perspective, Lord Yama is considered to be a vemānika-asura who sometimes enjoys all the pleasures of heaven, in a celestial mansion and at other times experiences the fruits of his kamma by being the king in hell (niraya). Lord Yama belongs to the Cātummahārājikā deva (god) category. So according to my knowledge, lord Yama and lord Suyama of Yama are two devas.
When sentient beings appear near the hell gates, hell-wardens (nirayapalas) seizing them by the arms present them to king Yama. According to "Devaduta Sutta: The Deva Messengers", he always try to remember the good deeds one did in his/her previous existence. He does not order hell-wardens to punish the sentient beings in the hell. So, he is a good king.
For more information please read this.
Note: This is what I understood. I may be wrong but not Dhamma.
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In the Tibetan Book of the Dead ("Liberation through Hearing") , Lord Yama is one of the 6 Lords, and he is situated at the "energy center at the soles of the feet". The best translation of the "Liberation through Hearing" is by Graham Coleman, et al. From the book (Chapter 5): "
Amidst an expanse of light in the energy centre at the soles of one’s feet, Within a radiant and vibrant maṇḍala, that is a lustrous black seminal point, [Stands] Yama Dharmarāja, sage of the hell beings, black in colour, and carrying a flame and water. May he obstruct aversion, which is the entrance to rebirth among the hell realms!"
I think he is also mentioned in the Confession chapter.
Hope that helps.
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According to Theravāda Buddhism, King Yāma is a ghost of mixed karma. Sometimes he lives in a godly mansion. Sometimes he is in hell. According to Mahāyāna Buddhism, King Yāma is a god and a dharmarāja. See the Avalokiteśvaraguṇakāraṇḍavyūhasūtra to see King Yāma depicted as a god and a dharmarāja. For the Theravādin classification of King Yāma as a kind of ghost, see the section of this entry on King Yāma that mentions the "vemānikapetarājā" from this encyclopedia:
https://www.palikanon.com/english/pali_names/y/yama.htm
From the citation:
He [Ven Buddhaghosa] says that Yama is a Vemānikapetarājā, who sometimes enjoys all the pleasures of heaven, in a celestial mansion, surrounded by kapparukkhas, and at other times experiences the fruits of his kamma. He is a good king.
The entry cites two commentaries from Venerable Buddhaghosa, namely "AA.i.374; MA.ii.953." Unfortunately, I'm not educated enough in the Pāli commentaries to know what texts this citation points to.
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It is in the dependent origination.
SuyamaDeva born by KusalaVipakaCitta, wholesome resultant, only. That citta is the resultant consciousness, viññāṇa, of the wholesome frabrication, sańkhaāra.
YamaVemanikaPeta born by AkusalaVipakaCitta, unwholesome resultant, only. That citta is the resultant consciousness of wholesome frabrication.
They are completely different.
Only one karma creates all life-basis-resultants (patisandhi, bhavanga, cuti, karmaja-matter) per each rebirth of one whole life however there are many karma cause the resultant citta at the other six senses of life, except those patisandhi, bhavanga, cuti, which created by only one same karma.