In season 4, Kate Bush's Running Up That Hill is revealed to be Max's favorite song. She is heard listening to it on her Walkman and it's ultimately used to free her from Vecna when she is possessed in the graveyard.
According to Wikipedia
The song itself has often been misinterpreted. Bush herself has said,
I was trying to say that, really, a man and a woman can't understand each other because we are a man and a woman. And if we could actually swap each other's roles, if we could actually be in each other's place for a while, I think we'd both be very surprised! [Laughs] And I think it would lead to a greater understanding. And really the only way I could think it could be done was either... you know, I thought a deal with the devil, you know. And I thought, 'well, no, why not a deal with God!'
Obviously, it fits in very well with the 80s setting of the show (and Kate Bush approves!). Given the above quote from Kate, are we meant to infer that the song is Max's way of trying to understand the men in her life, via the death of her stepbrother Billy, her former relationship with Lucas, her abusive stepfather, or some(one/thing) else altogether?