There are some people who believe that Alastor is insecure
Now, Vox IS very much insecure and Vox and Alastor are foils of each other
BUT Alastor really really doesn't strike me as being insecure and I'm going to explain why
Alastor always seems to me as someone who has a lot of belief and faith in himself. He trusts himself and his capabilities 100%
Being insecure is not a morally wrong trait. It is neutral like a lot of stuff. It's just how you choose to engage and your actions that dictate how other people will perceive you
And Vox takes his insecurities out on others
First, he has to belittle people
He tells Valentino that he doesn't have any vision. He talks in a baby voice to Alastor during "Don't You Forget (Reprise)" to be patronizing. He constantly says "me" and "I" around his teammates when it should be "we" and "us"
Alastor on the other hand, has no trouble acknowledging the strengths of others. He introduces Charlie to Rosie as "the most darling, delightful, and dangerous Overlord". He tells Vox "I respected you". He admires the hotel crew for finding connection and shares that observation with Niffty "It's been a surprising thrill to witness these wayward souls find connection. Almost makes one sentimental, eh, Niffty?"
In short, Alastor KNOWS he's the hot shit and doesn't need to put others down, unless he thinks it's funny.
But wait! Doesn't Alastor put Lucifer down?
Yes! He does! And also, Lucifer is also insecure! Lucifer is insecure about his abilities and failings as a father and how Charlie sees him. He's terrified of letting her down more than he already has
But unlike with Vox and Alastor, their petty squabbles ARE mutual petty squabble
Let's think back to Stayed Gone.
When Vox was insulting Alastor, Alastor kept his cool and started roasting Vox. Vox was not a threat. It was an occasion for him to announce his return AND show hell that he's still hot shit while also disproving Vox's words.
When we're looking at Alastor's and Lucifer's interaction in S2E4, their feelings are of similar nature. They feel either annoyed, frustrated or maybe even threatened. But it's impossible for them to keep their cool and act amicable around each other. They have matching hater mugs. They hurl insults at each other
BUT it never reaches obsession level
When Alastor is done with Lucifer, he doesn't try to find a way to make Lucifer look pathetic and weak and far lesser than him
He simply walks away. He leaves
Onto the next part: Vox is bragging to hide his insecurities
"I'm just like you except I'm smarter, sharper, brighter, newer." Literally just him going "I'm better than you!"
"So, I've had a stroke of luck, it's true. But I'm not one to rest on my laurels." Humblebragging is STILL bragging
Season 2 is practically Vox's bragging fest
Alastor meanwhile doesn't do that all too often. The strongest example I can remember is when he said "Though I did almost all the work" in the Season 1 Recap song.
He positions himself better when he wants to take advantage of the insecurities of someone else. For example, his part in "Hell's Greatest Dad" where he sings 'Who's been here since day one?', 'Remember when I fixed that clog today?'. But that was all more to throw off Lucifer. To show him "Hey, I've been here, you weren't and now I'M closer to your daughter than you ever were."
He has plenty of opportunities to brag and yet he doesn't. He likes to keep his secrets close to his chest and not spill anything. He could have easily said "I fought against an archangel, was struck with angelic steel and I'm still alive, try replicating that, you can't." But confessing that he lost is never even something he wants to even think about, so he won't
Moreover, my favorite point, their backstories
It's so subtle. It's in how the story is told
Because how do we find out about Vox's backstory?
Right, HE HIMSELF tells it to us! HE tells the audience he had a movement (read: cult). HE started the 'Brighter' segment
And who tells Alastor's backstory to us?
Vaggi tells it, Mimzy tells it, Rosie tells it!
His actions speak for themselves. Everyone knows who he is. There is no need to brag
So, it's getting late now, I hope I convinced some of you. Thanks for reading!