I'm not really sure Values Dissonance applies with the example you picked. Values Dissonance is usually an audience reaction to an element in a work that is unintentionally bizarre or distasteful (for example, smoking cigarettes and casual sexism in a show made in the 1950s).
The example you have is more likely Deliberate Values Dissonance, when the author is intentionally represents a culture with different values compared to either our own or another's (i.e. different in-universe viewpoints on Hellboy as a person.)
I'm not really sure Values Dissonance applies with the example you picked. Values Dissonance is usually an audience reaction to an element in a work that is unintentionally bizarre or distasteful (for example, smoking cigarettes and casual sexism in a show made in the 1950s). The example you have is more likely Deliberate Values Dissonance, when the author is intentionally represents a culture with different values compared to either our own or another's (i.e. different in-universe viewpoints on Hellboy as a person.)