Aliens from a Parallel Universe May Be All Around Us–and We Don't Even Know It (popularmechanics.com)

... and we'd call them angels and demons?

we know how this ends...

https://en.wikipedia.org/wiki/From_Beyond_(film)

Of course it is all dimensional, that's the key, gods, demons, aliens, it is all there/here around us.

In Islam, jinns are described as being made of smokeless fire. They have societies, schools, marriages, etc. They can be good, bad, Christian, Buddhist, Muslim, Jewish, whatever. They're parallel to us, "physically" speaking. Of course they can be contacted as well, but don't try that at home.