Rudra is an ancient god in Vedic and Hindu traditions who was known as the Red One, or the Howler. He was the god of storms, hunting, animals, and diseases who brought death to those whose time came. He is a predecessor to the Hindu god Shiva and the Maruts were his sons. He is considered an asura, and was in fact a god of the Dasa people, who were often in conflict with the Aryan people.
It is said that he became Hayasrica ("The Horse-Necked One") when he had a horse forced into his rectum, which purified his body. After exploding out of his head, the horse became green and its mane turned orange.
In Zoroastrianism Rudra is known as Saurva who is one of the daeva servants of Ahriman, because of his role as a predecessor to Shiva means that Shiva is also known as Saurva.
Known as Ludra, he resides in Hermit. In Light Version he will ask Jin if he will save Judy. Saying he will has him state that if he does save her then he'll meet him in Foggy Marsh, vanishing afterwards. Talking to him in the marsh will have him decide to join the party in order to fight the Imperium alongside Jin.