Curate, connect, and discover
I think the Cat King is at least part Fey?
The fey canonically exists in the Sandman Universe.
Their lore wasn't deeply explored in "The Dreaming: Waking Hours" where a major part of the plot took place in their realm, but they did seem to follow the traditional versions and go by the same rules.
Let's examine this:
Magical tricksters.
Blur the lines between good and evil, morally grey beings.
Time passes differently on realms of the fey.
Luck of understanding of boundaries. They'll get involved in your drama, they'll push you and invade your privacy.
Able to shift their appearance, wear disguise. The fey were shown to do that in the comics.
Known to be very liberated about sexualities. Fruity as fuck.
Don't obey the usual gender norms (CK wears a skirt and is very feminine).
Truth related powers in some versions???
Weakness to iron. (CK was beaten to death with an iron bar).
Extremely long life but they can die.
(Also go by title name/nicknames rather than more usual names? Because real names holds different weight).
(Also it would made hella sense for Desire to sleep with a Fey in my eyes but that's just me and my hc).
Just think about it.