These are cool! I especially like the bone mass, hungry ghost, steam flyer, and most importantly of all the overlord who looks very awesome.
Maybe I'm alone in this, but Slender (even as just a name, the look isn't bad) feels, I don't know - like bandwagoning on an internet meme. It's not a huge deal I guess, but I'm not really a fan of that as just a name. Some people might even like it because of the reference to that meme. Demonaica is a little silly too as a name - the look is awesome though.
Edit: Demonaica while silly I guess isn't too far out of the theme of a tribute to old platformers, which had some downright cheesy villain names.