First thing to consider is what role the pet would play. Everything but healer has been done already, and I don't want to even think about a Warlock with a pet healer. The Felguard is essentially a direct upgrade to the Voidwalker, so something like that is more likely. Personally, I think a Shivarra would fit the next demon well, and act as a direct upgrade to the Succubus.
Second thing to consider is whether it would make sense from a lore point of view. As fun as it would be to summon a pet Pit Lord whenever you want, that seems unlikely. Same with the Nathrezim or the Eredar. Shivan or something we haven't seen yet seems the most likely choice.