imo, i think if you go red devotion you should just go full bore with it.
White is the stronger choice for the splash (for now) that could change with born of the gods though, mainly because of scry lands, chained to the rocks, and reckoner support.
http://mtganalytics.net/decks/id/1530
Investing 3 mana and 2 black devotion in underworld connections isn't really what you want to do with red devotion.
http://www.mtgtop8.com/event?e=5787&d=233565
This black red control deck did okay at the pro tour and might be okay for a local meta, and seems more like where you're trying to go with thoughtseize underworld connections, stormbreath, and dreadbore. You're playing more of a midrange/control deck and less of an aggro/red devotion.