Aren't all (or at least most) demons fallen angels? I remember Crowley is called a demon all the time Good Omens.
Don't know about Christian mythology, but DC Lucifer Morningstar never appeared to me as demon in Sandman, with him being more powerful than the Endless, who themselves are more powerful than gods and demons. DC Comics wiki classify his race as "angel", with demons supposedly being different beings. My impression from Sandman comics was that he is still angel (and the most powerful one at that), just that he rebelled against the Presence.
True. But really usually "demon" is just uses casually for all denizens of Hell, and in broader sense for any of a vast range of beings of any number of origins. Like WinterSnowfall said, and as usuall with matters of religion and mythology, it depends on who you ask. DC/Vertigo managed to make things almost as obtuse actuall religion/mythology since Swamp Thing, Sandman, Lucifer and Hellblazer (and a few other series) are all supposed to be in the same continuity and share some characters, but a lot of their worldbuilding doesn't really fit together all too well.
Anyway, I never expected my joke refrence to Lucifer playing the piano to start so much "well, actually..." :D
Also - Hell's capital (at least in Paradise Lost), built by and for the fallen angels, is Pandemonium, which "roughly translates as "All Demons", but can also be interpreted as Παν-δαιμον-ειον, Pandemoneios or "all-demon-place". Milton's a good enough authority for me :)