The Cobweb Palace." (see image)
Something that Neil Gaiman said to Hy Bender in The Sandman Companion makes me think that another character is historical but, so far, I have been unable to identify him. Because of gambling debts, a liniment salesman commits suicide by swallowing aconite and, for some reason, is referred to as "...the King of Pain." (p. 37) In the story, this "King," although now a paper-white ghost, is in the realm of Desire, not of Death.
He tries to lure Norton from Dream's domain to Desire's by offering him a suitable betrothal and a newly built house. It cannot be in a ghost's power to offer such things so it seems that Desire is prepared to intervene in human affairs to this extent - but s/he fails. (Maybe heterosexual male readers should assume that Desire is female, and so on.)
A constitutional monarch lacks direct political power but might instead enjoy recognition, respect, popular affection and material support, including publicly provided appropriate apparel. It seems that Norton I had all this.
In Season Of Mists, Dream tells the demons that they would have no power if the damned were unable to dream of Heaven and here he tells Despair that, "Without dreams, there could be no despair." (p. 25) This story features five of the Endless. Norton passes from Dream to Death without being snared by Despair, Delirium or Desire.
Death tells Norton that everyone wonders what lies beyond life "...and sooner or later everybody gets to find out." (p. 44) Many readers will probably agree with this but we only find out if there is anything there.