The Yo-kai that is a lion engulfed in flames is Blazion.
Blazion is a lion-like Yo-kai of the Brave Tribe, recognized by his orange fur, flaming mane and fiery eyebrows. His design and powers reflect his hot-blooded personality: he inspires people to become more energetic, motivated and competitive.
In the English localization, the character is called Blazion. His Japanese name is Merameraion, formed from “meramera,” an expression for burning flames, and “raion,” meaning lion. That name is why translations and fan references may use a different-looking name for the same character.
Blazion also has a notable backstory in the anime. He was once a circus lion who died after saving a child from a burning circus. His forehead scar came from breaking out of his cage. He first appears in the anime’s sixth episode and becomes one of the recurring fire-themed Yo-kai.