Well, I'm pretty sure imps are inter-dimensional beings. Pretty much every imp you run across is either in another dimension or has some kind of access to other dimensions.
Except for all those imps in the Wastelands. They may have just been summoned there.
There's also an ancient, deserted imp castle in the Dark Forest. But who knows if they originally built or just lived there at some point...
I think we'll just have to get used to Larian playing fast and loose with the lore. No glaring contradictions. It all kinda fits together.
There's only one dimension-traveling imp as far as I know, so it's an exaggeration to say "every imp" has access to another dimension.
There are plenty of glaring contradictions, so much so in Divinity 2 that I suspected that Larian didn't get anyone to actually play through Divine Divinity before tossing in references to it.
Zixzax-the-Almost-Wise is completely different, different appearance, different skin tone, different reason for his name, and he claims that the Divine stole HIS teleporter stones, when one was in a locked room in the Aleroth catacombs and the other was in Lanilor's closet. Zizzax was the one who stole them from the Divine - and returned them later without ever making a claim of ownership.
The Engineer in Divine Divinity didn't come across to me as a millenium-old supernatural robot, but apparently he was.
Thelyron Hashnitor's journals gave the impression that he was alive when he made a deal with Mardaneus and was only dead for a decade or so, but Behrlihn says he spent "a long undead life" in search of chaos magic.
There are others, but I'd have to look them up.
Each game adds and subtracts entire sentient species that were never referenced before (and/or are missing entirely after). The Divinity universe doesn't "play fast and loose" with the lore, each game seems to have different lore which is all piled up into a disorganized heap.
