That is the name of the demon famously depicted at the beginning of the movie facing Merrin at Hatra but yeah they didn't need to say it out loud, sounds a bit try hardish. Pazuzu is not African though I'm pretty sure it's from Mesopotamia and anyway as the demon explains in the TV series they are meant to be fallen…

In the original movie the demon rotates Regan's head in order to make a mockery of Dennings death and to say not so subtly that he was the one who did it. In the book they allude to it maybe being an hallucination put into the heads of those watching by the demon. The TV series isn't using that reason at all and it is…