Prince Duffy is the son of King Arthur and Queen Marianne and older brother of the next heir apparent, Prince Nigel. Living at the castle, he lived a sheltered life and didn't have any contact with the outside world; his existence being a bit of a family secret. Duffy lost his mother a decade ago when Chastice's previous wielder, Pinocchio I, targeted the castle and made it as far as slaughtering the queen. The king covered up Chastice and Pinocchio's involvement for the sake of publicity, but nonetheless the young Duffy was greatly affected by the loss. Since then he'd had a hard time adjusting, which prompted his father to keep him closely guarded at the castle. Duffy has always felt like a burden on the royal family, and being isolated like this pushed him further into shame.
As an adult, Prince Duffy gained the habits of alcoholism and impulsive thrill-seeking, frequently sneaking out of the castle as well as sticking his nose in off-limits areas. Whilst stalking about the castle, Duffy happened upon the royal vault and was beckoned by the voice of the demon blade Chastice, who'd been sealed away for the past decade and was desperate to be let out. Duffy broke the seal, and Chastice offered a proposal: the prince could become her next wielder and have access to her arcane powers in exchange for feeding her blood. He reluctantly agreed and became her wielder, figuring he didn't have much going for him anyway.
Prince Duffy left the castle for good after forming this pact with Chastice. He took on the Pinocchio II alias at her behest, though Duffy isn't really familiar with the first Pinocchio's legacy... One could say Chastice is still riding the glory days of her previous wielder. And it's probably for the better that Duffy isn't aware of her involvement in his own family history. Chastice and Prince Duffy now work together in hunt of their next feeding. At first, he was disgusted with himself, but now, that's just the way it is. You gotta eat somehow.