There is one high level type of Sanguini, the "Genie Sanguini", who did not turn into a demon. "By some miracle", according to the bestiary. It Randomly Drops Saint's Ashes, an item which inverts cursed and dark equipment into their holy counterparts. Implied: The Genie Sanguini didn't become a demon because it ate a saint.
During the sidequests "Nicholas's Necklace" and Not Nicholas's Necklace", it's mentioned that both men have a lost love called Annabella/Anabella and that on that island in Eastern Stornway is a monster called a Cannibelle. According to its bestiary entry, it's the end result of badly treated maidens selling their souls to become more beautiful and that it believes that its victims cries of despair make them more beautiful. Theres a lot of implications to be had from all this.
To a lesser extent, the idea that Chris Cringle lives alone on an island where Uncommon Colds can show up means that every so often, he has to live in fear of these snow elementals who kill anyone foolish enough to get in their way and consume their souls after killing them.
One of the Celestrians, just before Fyggbloom, mentions how the the Observatory floats directly above a wasteland that had once been a prosperous kingdom. This matches the description of Brigadoom, but also the Gittish Empire... and if it's the latter, the irony becomes horrible.
