Cosmo meaning world or universe, it may might refer to outer space, space travel, or cosmic ray: cosmonauts are also known as astronauts. This demon's name suggests it was an extraterrestrial visitor that became reanimated as a zombie.
"An intelligent zombie that cannot be classified but thought to be a zombie of an extraterrestrial intelligent being. How such an advanced being could end up a victim of primitive shamanism is completely unknown. Perhaps dissecting their corpses will help unravel the mystery. "