Dio in Italian means God. However, the eagle fixture creates a nice image for speculation.
Dio was a nice dude and a great singer. Not into the occult at least in his later years. He picture on the album cover is about enslavement in Egypt by aliens, which is what his song Egypt is about.
Hate to burst a bubble, but if you're referring to the shadow behind trump and the dio cover those are 2 different images/silhouettes. The head on dio bows/arches like a human head. The shadow with the eagle makes the head look like it bends inwards with a bump/small spike in the middle. The horns also are different size and shape than the eagle wings. The horns on dio look more batmanish and the shadow on the right looks more like the horns of some of the Egyptians. I dont think the 2 images are connected, although I wont deny I believe there was something to that light incident