Devils, yes...and there are the echos from them to indicate it.

I haven't ever seen anything to indicate that demons care anything about if you flee or not...is this something from your observation and assumption? Or is there something else out there you see that from?

From demons, I've been thinking that they have a steady degrade on thier happiness as long as they aren't being made happy, and then damage that is done to them will also lower it, but I haven't ever seen anything to indicate other things that will displease them.