Yes, definitely a threshold and transition figure; A messenger and go-between.
This figure only seems to be a ‘trickster’ to our ‘reasonable’ selves though.
Jung has called the ingress of the unconscious, ‘A light’ that is ‘unexpected, unwanted and incomprehensible.’
These qualities when personified produce a mercurial, trickster.
Something ‘new’ is being introduced. But to be integrated, our ‘conscious reason’ must be transformed. There is death and rebirth and also pain and suffering here.
The ‘more you have to lose’ the worse it is. This is why the trickster is such a frightening figure. Some might say that he is the ‘devil’ himself.