The next time Alternate Future Dave saw Hephaestus was after he became a sprite. When he went to see him, the denizen was awake like before, and this time he gave Dave a different Choice, making him decide what he wanted him to fix. Dave claimed that revealing one of the choices 'doesn't matter' and chose to have him fix the Deringer.
If Hephaestus shares appearance with Dave's browser's icon, then he looks like a black humanoid-like figure in fire and with red eyes and mouth. It seems logical, since Hephaestus lives in a land that is covered with lava and was a human-like god of blacksmithing in Greek myth, which can only be performed by humans; it could mirror Dave's actions throughout the game, since he didn't actually do anything insane or reckless, unlike Rose, and mainly collected cash to buy fraymotifs. Knowing the fact he used Fear No Anvil and was told to be able to repair Caledfwlch in the Forge, he should be humanoid. It also should be noted that its eyes and mouth are the same colour as Dave's typing and his consorts' skin, just like Rose's Denizen. If the of Fear No Anvil is anything to go by, then Hephaestus, and likely all of the other denizens, are exceptionally large beings.
There is a song for him called