So I've been thinking about the metaphysics for a setting I'm working on, and I think I've hit upon a way to fit demons/angels and so forth into a setting with no other planes or provable deities.
They're made by mortals, not spiritually but physically crafted from dead bodies and objects and imbued with life by rituals that bind a spirit of dubious origin into the form. The spirits origins are a subject of debate, and they are extremely unhelpful about the matter when asked, so mortals attribute their origin to various gods, other worlds, the afterlife and other unverifiable mechanisms.
Angels and demons are mostly the same in terms of behavior, being generally sociopathic and prone to major personality flaws, but angels are made through a more costly ritual that allows them to be imbued with desired qualities, like loyalty, mercy or honour, while demons have to develop such concepts over time and through their own immoral worldview.
Demons are made by creating a fascimile of their shape out of human and animal body parts, a D&D bulezau for example being crafted from a decaying human corpse with it's arms and legs extended with the bones from another human, a snake's body attached like a tail and the head of a large goat or small cow placed where the human head would have been. After a ritual the being lurches to unwholesome life, ready to maim and murder, but capable of being pressed into service with magic or sufficient bribery or brute force.
Angels likewise require a body be made for them, but also incorporate precious materials into their body. The heart must be replaced by a ruby, sapphire or emerald of roughly the same size as the host's original heart, and their eyes must be replaced with spheres of pure gold. Each eye can be inscribed with a word, imbuing the resulting angel with that word as an unchangeable part of their personality. Due to their generally unpleasant personalities one of the eyes of an angel is almost always insribed with words like loyalty or duty, bestowing an immediate level of control over them to their creator. If an angels inscribed words conflict they cannot take the action that would cause the conflict, so an angel with loyalty and mercy could not execute a defenseless person even if commanded to, while an angel with loyalty and wrath could not refrain from killing an enemy even if commanded to.
Demons generally either kill their creator, if they were unprepared, or serve them until such time that the demon has reasonable cause to flee their service. Young demons do not fear death, happily fighting to the death in service of a master or simply to slake their own desire for bloodshed. As demons grow older, their mind develops complexities like any mortal, some become cowards, or tricksters or scholars. They never truly develop empathy however, always being unable to co-exist with mortals without the fear of immediate consequences keeping them in line.
Most angels, being imbued with loyalty, are immediately given an important task and accompanying restrictions. Most are made as guardians, protecting a person or place from harm, some are made to be fearless and obediant soldiers, though the expense involved is prohibitive, some are crafted to avenge a wrong inflicted upon their creator. Some are simply weapons of terror, imbued with hate and wrath and unleashed upon the lands of enemies. Angels made solely with benevolent words like mercy and charity are rare, but it is not unheard of to find a lesser angel crafted by a philanthropic ritualist giving what aid it can to those in need.