Rainbow is:

• Guild Head of the Dancer’s Guild of Chaos
• Brother of the Demon Goddess Verra
• Partnered with Flora and the father of Jean and Silver Lyra
• An extraordinarily skilled shapeshifter
• The reason why Trump is illegal in Chaos
• Very occasionally worshipped by fudgesicles

Also, Rainbow and his sister Verra have been known to use the Void (for those familiar enough with it to spot such) to get from place to place without notice.