Well Dresden files has two types of "demon's" You have your fallen like the Nickelheads and your standard Nevernever nasty like Chauncey.
Two types we've seen. ;) Remember, we see the DF world primarily through a single individual's point of view - and his observations are canonically unreliable. Having more things out there isn't much of a stretch. GS Spoiler:The wraiths from GS seem to be partway there - no reason a few couldn't become powerful enough to feed off the living.
Supernatural demons are rather different from either; they are corrupted human souls that take over those that are susceptible. I suppose presenting them as a form of shade would work to a degree, though in that case the "educated" would probably find people calling them demons to be very wide of the mark.
Sure, wouldn't be the first thing either. Those same scholars will probably differentiate between therianthropy, skin walkers, types of possession or symbiotes, and all the other possibilities lumped under the "werewolf" label. :)
Don't let terminology stop you!