In Victorian times, to “go to The Devil” was to visit a bar on Flat Street near the London Civil Courts.
The Devil was a favorite pub for lawyers, who seemed to spend more time in that bar than in their offices.
If a client thought his money had “gone to The Devil” to pay for his lawyer’s drinks, he might visit the legal offices to ask for an explanation.
There, he would be told that the absent lawyer had indeed “gone to The Devil.”