Hazel and Cha-Cha are psychotic agents of the Temps Aeternalis.
They were sent to kill 00.05 of the Umbrella Academy. They did not care who they killed, as long as they had some form of sweet available for consumption. This went so far as cutting off the arms and legs of a chef to get his apple pie recipe...they then forgot why they had captured him in the first place.
Their next step was to get someone close to 00.05. They found Séance, who was drunk and trying to talk to the dead Pogo. They captured him, and tortured him horribly. He did not know the location of 00.05, but was forced to give away the location of several nuclear missiles. Once they got all they wanted out of him, Hazel and Cha Cha shot him in the head, killing him. But Séance was not going to stay dead. Kicked back to Earth, he possessed Cha Cha, and blew out first Hazel's brains, then Cha Cha's, before returning to his own body and helping Spaceboy rescue 00.05.