Kings of Cold, Heat and Dust Protection

The King of Cold Protection, King of Heat Protection and King of Dust Protection are three antagonists in the Chinese classic novel Journey to the West and its multiple adaptations. They are three demons based in Xuanying Cave (玄英洞), Azure Dragon Mountain (青龍山) in Jinping Prefecture (金平府). The three demon kings are armed with a battleaxe, a broadsword, and a rattan staff respectively. Their true forms are rhinoceroses.

Past
The three rhinos had always enjoy eating a special kind of oil ever since they were children. After learning magic for years, they obtained special powers and achieved a humanoid form. Ever since, they disguised themselves as buddhas and ordered aromatic oil from lamps on a bridge every year, tricking worshippers into believing that the "buddhas" have accepted the oil offered to them to help the Jinging Prefecture to get good wether.

Journey to the West
When Xuanzang went to pay respects to the "buddhas" during the oil lamps festival, the demons, recognized him as a special food that would grant them immortality or extended lifespan, captured him along with the oil and flee. Sun Wukong, Zhu Bajie and Sha Wujing try to save their master but are defeated, with Bajie and Wujing were captured and Wukong fleed, so Wukong seeked help from celestial forces, and was granted with the help from four Wood beasts of the 28 Mansions (Wood Wolf of Legs, Wood Dragon of Horn, Wood Dog of Well and Wood Xie of Dipper). Knowing that they're no match for the four deities, the King of Cold, Heat and Dust Protection reverted back to their true forms as rhinos and fleed. Upon learning of the events, the Western Dragon King told his son Mo'ang to help Wukong.

During the final fight, Wood Xie of Dipper killed The King of Cold Protection despite Mo'ang tried to tell him to stop. After being surrounded by the four Wood beasts of the 28 Mansions, the King of Heat and Dust Protection surrendered and was captured. They took the rhinos back to the Jinging Prefecture and exposed their liars to the residents there. Bajie then killed the last two rhinos and took all three demon kings' six horns.

1986 TV series
In the 1986 TV series, the three demon kings' role are similar save for the ending. When they were trying to hide under the Western Dragon Mansion, the Western Dragon Princess agreed to help them to hide and refused to admit to Sun Wukong that they're there. After Wukong left, the demon kings exposed their true nature and the King of Cold Protection attempted to force the Princess to marry him, however she fought back with the help of her forces and the newly-returned Wukong. After Wukong disposed them of their weapons, the demon kings were took back to Heaven by the four Wood beasts of the 28 Mansions to receive a sentence for their crimes. It's unknown of the punishment's nature, but judging their actions, they're most likely being executed or had to wait for their path of redemption, like Wukong, Bajie and Wujing once did.