Apocalypse sought the location of Avalon, a haven for both humans and mutants that was hidden deem within Antarctica. To this end he dispatched his agent Danielle Moonstar to the Ghost Dance, a church that also secretly facilitated the Infernal Gallop, a trip that brought refuges to Avalon. When it was learned that the X-Man Nightcrawler was attempting to seek passage to Avalon, Apocalypse dispatched his Pale Riders to follow him and destroy the safe haven.
After wiping out Ghost Dance, they began to follow the ship Excalibur on its voyage to Avalon. Along the way, Damask grew tired of Moonstar's constant torturing of Dead Man Wade and strangled her to death.
Succeeding in following Nightcrawler to Avalon, Damask was taken away by the beauty of the land and decide to defect. Dead Man Wade had no such compunctions and began his attack until he was decapitated by Nightcrawler.
The name presumably links to the image in the Bible, Revelations 6:8 - "And I looked, and behold a pale horse: and his name that sat on him was Death, and Hell followed with him.".
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