Lucifer has absolute pride in his children so much that he can put them in front of a train to get hit by it and know they'll get back up and walk it off.
She was always an angel. That's why her wing turned back into a cherub's wing when purified by Father-kun's angelic power.
The only one of the 7 Demon Lords who seems to have never been an angel was Leviathan, who was a sea monster created by God and somehow got a seat at the table. The other six have been shown to be angels since Beelzebub's fight.