While demons are tied to very specific religions, they seem to be at the forefront of our consciousness when we experience supernatural sightings. It should come to no surprise to those in this area named “The Bible Belt,” since we’re considered the buckle of that belt.
On Cryptid Wiki, the entry on “Demons” is minimal and more often they are considered a species separate from cryptozoology entirely, but there does seem to be an overlap at it’s core.
The Jersey Devil in particular is one of the first examples. It is considered a cryptid, despite the fact that within its most common lore, it is the product of a human and a demon. In this context, one would imagine it would be categorized as a demon, but perhaps the influence of human genetics change that?
Are Nephilim (the children of humans and angels) also cryptids?
If you look elsewhere, there is also the Dover Demon, in Dover, Massachusetts, which is described as a demon, but based on illustrations, looks more like an alien. Unlike the Jersey Devil, it was first sighted in 1977, so it’s not connected with the time in which it was discovered.
These two seem to be the only solidly cryptids with demonic names, the others were a species of bird that is confirmed to be real and a megalodon shark that, again, if real, is dead.
The fact that there is such a diverse categorization system for cryptids is one of my favorite things about the lore. It just shows the love that people put into the things they care about!