Okay so first off, this is purely my headcanon.
Also keep in mind, the Celestial Realm and the Devildom are not actually Heaven and Hell, canonically in om! (unless they suddenly decide to retcon it😮💨) God only created the Celestial Realm and angels
Right so, we know demons (with the exception of Satan) are born the same way humans are. Whereas, angels are created by God.
I see the creation of angels as something similar to how fairies are created in the Tinkerbell movie series
fairydust + dandelion(?) = fairy
I watched the movies over a decade ago, I can't remember exactly how it goes but the point is, I see angels being created as:
(God's) Magic + something from nature (eg:natural magic present in the air or a bird's first flight or a brewing thunderstorm or simply the pollen of a flower, it'll depend on the angel being created eg: stardust for Belphie, the hunger pangs of a newborn for Beel) = a brand new angel
Like with the fairies in Tinkerbell none of them are actually related, but they do refer to each other as "brother", "sister", "sibling" and this part's actually canon.
Personally I see the use of those terms as... you know when you're in a tight/close knit community/group and those terms come out? I know it sounds like I'm trying to say cult and that's a whole other post that'll need to be dissected but in this particular instance I'm referring to something like this political party where I live where such terms were used
Anyway that's how I headcanon how angels are created. And since the brothers have always had their sins in them and showed them in the Celestial Realm as well, I think the "nature" that was used to create them were all things that could be related back to each of their Sins, like with the example of the twins I gave above. (The ripe potential of the first day of spring for Asmo, the grasping pull of a blackhole dragging everything around it within for Mammon)
Then they Fall and God tore out the magic he used to create them - aka their Grace. And instead that natural magic - those all consuming sins - overtook them and mixed with the demon magic saturated air of the Devildom and the brothers as demons were created - now wholly personifications of each of their sins.
Since angels are all created by God, and their different ranks/positions in the Celestial Realm hierarchy canonically depends on their usefulness and they can be promoted or demoted, they're all uniform - like humans, there may be physical differences between them but they're all clearly one species.
Demons were actually created like humans through evolution, but unlike with humans the different species of demons didn't die out, so you get a wide variety of demons that have evolved and adapted to live under certain circumstances. So you get things like those ant sized demons and incubi and succubi and etc.
Satan is unique because he's a demon, he has always been a demon, but he was created in the same way as an angel.
Now on to the demon forms (angel forms) and human forms.
The brothers are personifications of the Seven Sins. Meaning Lucifer is as much the person Lucifer as he is the concept of Pride in its totality.
Something like the concept of Pride will not have a physical form - it's just a concept after all, it just happens to have a consciousness.
So let's take a glob of black ink (somehow magically) floating in the air with no container. It has no concrete shape. It moves, it spreads, it changes form. Imagine that is Pride - Lucifer in his truest form. Something that doesn't have a true shape or form, something that ebbs and flows, something that cannot be easily described. Something that just is.
Then you take one of those small cream coloured canvas/cloth bags and pour the ink into it and cinch it shut. The ink will soak through the bag and dye it black, some of the ink might even leak out. Imagine that is Lucifer in his true demon form. Fully stained and consumed by Pride, that it's barely constrained within a physical form. But also easier to perceive and describe.
Then you put that cloth bag inside another cream cloth bag. Which you then put inside another cream cloth bag. And then you keep doing that, over and over again, until the ink no longer leaks out and stains the outermost bag. Until the outermost bag is an unstained cream canvas bag. Imagine this is Lucifer's human form.
Then we remove the outermost bag and the bag underneath has a few stains. Little spots where just a bit of that ink managed to leak out. Imagine that's the demon form we get to see in the game.
That's how the Sins are, in my head at least.
With other demons there's no glob of floating ink, since they're not the personification of a sin or other concept. You start instantly with the fully stained bag.
With other powerful demons like Diavolo, Barbatos, Mephisto and the rest of the Nobility you start with the fully ink stained bag and progress to the outermost unstained one.
Then with certain demons who are not powerful enough, like the ant sized demons, you don't get additional bags. Meaning they'll always be the fully ink stained bag. Meaning they'll never have a human form.
With other demons like the incubi and succubi, they start with the fully ink stained bag and progress halfway. So they get a cream bag with some ink stains and that's why their horns are always out in pictures.
And TAA DAA ✨️ a full physiology lesson on om! angels and demons that lives purely in my head🤡