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Yes, and they exist.
Are they fallen angels? Gods? Tormented human souls? All three.
Demons come in many types. Not all are inherently evil. Many will seem good. But they are a type of spirit that instead of being at peace with itself, is utterly enraptured by an aspect of the material world. It can be anything. For some they are consumed by a state of pure bliss, given that they've become obsessed with the lighter side of things. Some are imprisoned by darker emotions such as hatred, or one of the seven deadly sins. Due to this, they have cast away any hopes of ever achieving enlightenment. But it's not that they can't. They don't want to. They have drowned so far into the abyss of whatever they have so obsessively sought after that they cannot remember their past lives, or what they used to be. They will only keep going further and further into these depths of depravity until they have cast off the last bit of self they have left. This is damnation. This is hell, in the most literal sense. God does not send people to hell, but these people create it by their own volition. But these are the ones who are just unaware. Ghosts, if you will.
There are some who are aware of it, and in a sickening way, are delighted by it. They're insane and do not bear any kind of shame for their state of being, and nothing for what crimes against god and man they commit. The aforementioned group of demons are simply like moths attracted to a light. These demons however, are vindictive, malicious, bloodthirsty. They have chosen this path out of insanity and pride, and they will never experience the burdening guilt and realization that we all who have a shred of normalcy experience that allow our souls to rest at peace or be enlightened.
They will continue into the dark and consume those who are lost in it, taking that power for themselves. They know the bleak truth of this world, and so they can achieve power and do what seems impossible.
Some were human, or gods in the past.