I always assumed it was a substitute for the Devil implying fiendish difficulty rather than impossibility as in someone had the Devil's own job doing something. Now in LOTR the Rohirrim talk a bit a about devils and devilry but I thougth that a figure of speech was not suitable either because a children's book or just because it didnt' fit in with ME.
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“But Finrod walks with Finarfin his father beneath the trees in Eldamar.”
Christopher Tolkien, Requiescat in pace
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