Thanks mate, here is a good example of a painting that has a demon but many believe it is an alien.
As far as I'm concerned they're one and the same.
Saint Wolfgang and the Devil 1475
The work of a famous German Renaissance painter Michael Pacher in the 15th century.
It is based around a legend that Saint Wolfgang, the Bishop of Regensburg in Bavaria during the 10th century, tricked the devil into building a church.
Source
Really cool painting - thanks for sharing. I think this is an incredibly interesting hypothesis, but have this question from it: "Where did they go and why don't we see these demons and angels anymore?"