Trying to remember the name of a very old series

In the early 90s I read a few issues of a comic. I've never seen reference to it since. All I remember is:

• the main (titular?) character was a male with sort of a goth/emo look and feel to him. I believe he was from another planet/dimension/reality and had some vague powers. One at least was shape shifting. I don't think he was a super hero per se and don't really remember what his raison d'etre was.
• he travelled with a female side kick. there was some romantic interactions but not really the focus as far as I can recall
• at one point one of the characters refers to the artistic style of a world/dimension they are visiting as "fauvist" (e.g. beatles style art)
• at another point the male protagonist learns that his female companion is cheating on him with another woman when he shape shifts into a blanket and then later they are on the bed he is on. he was sort of in a weakened state and can't shape shift back and is stuck there for a while.

Any way the person who gave me the comics doesn't even remember this series at all and I don't think I hallucinated it. Just curious if this rings a bell for anyone.

Pretty sure it was not Marvel / DC but anything is possible I guess.

thanks.