User blog comment:Tommy,Klaus&Kol2012+/Were the shedim confirmed or even hinted to appear in the final season at comic con?/@comment-10889355-20190723085433

You're looking into things a little too much. I am pretty sure the Shedim were just a one episode creature only by Buckleming. It was just a part of Asmodeus' back story, that's pretty much it.