I can think of a few reasons why no one would bug the demons. Even with the vampy feud. Theyd be afraid of Billie, theyd be afraid of Alex, and everyone has seen what they can be like. 

Fucking a. Itd be funny if he tried to ally with Azrael and Azrael would just look at him like, 'no. I dont take weasels.' XD

Billie: Depends on what we're in the mood for. We could go for Bitchpire, Douche monkey, aashat, ummm... just straight up pain in the ass. And yes only one of these is directed at a person.