I agree that he was pointing out the need for a fourth term. But in Christianity both the Devil and the Feminine are missing. I wouldn't want to equate the two, except in the sense that Mother Mary is a symbol of matter, and Christianity equates this world with original sin.

Also, according to Jung, the Female archetype would have both a light and a dark side, which has to be taken into consideration. It's hard to make sense of it all.