I don't have a problem morphing into either Gryphon or the hellgate demon, other than their heads not being shown when I first morphed. Gryphon's head was drawn when I started moving (and the second time it showed up properly); the hellgate demon's head appeared after I used a flying fortress teleporter entrance (since it was handy; entering/exiting a building/cave, etc, should also work, and starting a conversation may help).
The bodies for these 2 demons are actually very similar, other than scale (the heads are quite different), so maybe there is an issue with a particular model?