This is a Primordial, also called gargoyles by some, the very first type of demon and also, what the undead demon AL is!

Primordials were the first humanoid species to be made by Synthia as she began to explore her ability to create, they are all gray, green eyed with black horns, and sharp canines with rounded middle teeth opposed to most later demons who have all sharp teeth, they spawn from the stoney dry claylike walls of the barren underworld, which is like an inversion of the universe, instead of vast emptiness with planets and such, it's a vast place filled with endless mass with planet sized pockets, these pockets can have variants like fiery and glacial types, darkness, and barren types where the gray Primordials spawn.

the newer variants only came later when the underworld began to change by itself and gain new environments, and new demons are always coming to be now and then from the raw ancient magic that the underworld is bursting with, but if a mortal soul also finds its way to the underworld, perhaps from wandering and finding a crack in the purgatorial zone, they can possess the claylike walls and spawn again as a demon! with small leftover traits of the species they once were.

Primordial demons are malleable in spirit and body when they are freshly spawned and will evolve hyperfast in a new environment, this is what created orcs, ogres, goblins and other such standard fantasy creatures in the overworld, they are also what fishfolk evolved from, they turn into certain spirit races if they find their way to purgatory zone.
A Primordial can stay as a primordial if they stay and reproduce in a barren zone, otherwise they turn into other demon variants, orcs ect ect you know the deal.
All demons (may be complicated with reborn mortal demons) have both male and female reproductive organs, and any identity is their own choice, there are of course different shapes of primordials like shorter imps and winged gray demons.