I’m more agnostic on them but I would say that all supernatural beings have their own plane and we don’t exactly observe them in some true form. It would be like how angels can appear in various horrifying avatars when they choose to which is why old religions have different forms of demons idk
As someone who has had encounters with demons, they take whatever form they think will scare you the most. But since Im saved and I have the Holy Spirit inside of me, they can’t actually do anything to me. It was scary in the moment but now I know the extent of what they can do and it’s practically nothing