I count Vampires as demons and have a bunch of mythology for them. The Underworld is another place of living rather than Hell itself. Here you will find Neutral/Good Demons, Undead, Vampires, etc. Hell is a place of punishment and mainly demons are around here, as well as a few Oni.

Just my ideas on the matter. I would love to be able to help build Dragons, Draconics, and le Vampires.