I like to think Judge Holden is just a man.
I just finished Blood Meridian for the first time and I've been reading what some people have to say about the judge, and a lot of people seem to think he's a supernatural entity in some form. There's certainly a lot of evidence to support this that makes it hard to imagine he's only a man, but to me it's my favorite interpretation.
Personally, I think it's interesting to see the judge as a human and seeing him as something else takes away some of what makes him so terrifying. The idea that we have in the judge what could be (skill-wise) the ideal, peak of what a human could be and what does he do? He chooses a life of the worst kind of sadism. He's a man who quite likely could have done an infinite amount of good in the world, but chooses instead to do the exact opposite.
I think the Judge is a man obsessed with his own prowess and has delusions that he's something more than he is, but when you look at what he actually is in the book, his acts are mostly petty in scale, and unless forced to act otherwise, he mostly picks on things that are unable to defend themselves. If he was an all-powerful, supernatural being, you would imagine he could cause chaos on a much greater scale than a group of bandits. But in the end, that's what he is, a man who had the potential to be great, a peak specimen of humanity who chose to be a bandit and commit some of the worst monstrosities mankind has ever seen.
That's my two cents anyway, and I'm curious to see what others think.