Pazrags,
I agree. I’d love there to be a third book. Though in saying that, Legion is such a great sequel because it is so different (and in some ways, not heavily dependent on) The Exorcist. A third book would have to be unique and continue the themes of the past two books, as opposed to the characters.
To satisfy your cravings, have you read “Elsewhere” (from 999: New Stories of Horror and Suspense, ed. by Al Sarrantonio, 1999)? Worth a read…
Cheers & God Bless
Benjamin Szumskyj