So there’s actually several bugs to cover here:
Fiery Conclusion only scales hit damage, not all damage from the explosion.
Devour in Flames and Combustion can be taken at the same time, which allows you to trigger the explosion immediately when you cast Infernal Shade, assuming you have no minions.
And the big one is if you take Devour in Flames and Legion, every other cast will leave an invisible, infinite duration infernal shade on the ground when you targeted (range is short, target near your character). You can stack these shades up to 255, at 256 all the shades disappear. These invisible shades are also affected by Subjugation which allows their damage to scale without limit. These shades also seem to ignore duration and area modifiers. Another oddity is if you have 2 points in Legion, the shade only spawns every third cast instead of every second cast.
The above effect can also be combined with Combustion to get an explosion in addition to an infinite duration shade.