In Sweden it was believed that witches would celebrate the Devil’s Sabbath (‘Blåkulla’) on Maundy Thursday. The Devil would entertain the witches by playing the harp, and engage in carnal acts with the ones he liked best in a special chamber.
Dance of the Sabbath (1837) by Emile Bayard
Mark Bere Peterson: Hauntings, Urban Legends, History, Folklore, Mythology and Southern Folk Magic 