shapeshifters, disguising themselves as imps because they knew imps would be hard (i.e., impossible) to find,
disguised by an illusion spell (for the same reason),
not disguised, but your perception or memory of the event was manipulated by magic or a potion (e.g., Charm, Forget, Suggest, Hallucination, etc.), or
your family was not killed, but the trauma of their kidnapping was too much for you -- you constructed a post-traumatic adaptive alternate reality that was easier for you to deal with
I will help you find the culprits. Furthermore, if your family is still alive, I will help you find them.