Eh. Depends on the setting. They are usually shapechangers anyways which makes most labels iffy anyways.
According to the forgotten realms wiki:
In fact, with their shapechanging powers, incubi and succubi could both change their sex with ease, though most had a preference for one or the other.
I would therefore say that (at least in the forgotten realms) if this instance of fiend prefers he/him pronouns but is presenting femme or they consider themself a succubus and prefer being feminine but are currently presenting masculine the combination of pronouns he/him and label succubus seem perfectly normal.