So, weren't the demons created by the Lord of Chaos? In that case, how were they created? In the game, demons can use the ability, which is available only to the creatures of the Void and the servants of the King God (teleportation using the Void, I do not remember exactly) and when applying the Blessing to the Malady, she complains that it hurts her. So, demons were not created using the Source as the rest of the races, but using the Void?
