Vexing Devil - mtg.wtf

2012-05-01 If a player chooses to have Vexing Devil deal 4 damage to them, but some or all of that damage is prevented or redirected, Vexing Devil will still be sacrificed.
2018-12-07 As Vexing Devil's ability resolves, the next opponent in turn order (or, if it's an opponent's turn, that opponent) chooses whether to be dealt 4 damage, then each other opponent in turn order does the same. If any of them do, you sacrifice Vexing Devil.
2018-12-07 No player may take actions between the time an opponent chooses to be dealt damage by Vexing Devil and the time you sacrifice Vexing Devil. This means that you can't use a spell or ability (such as Turn to Mist) to stop Vexing Devil from being sacrificed if a player chooses to be dealt damage.

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