This is just science fiction speculation from me, but one could imagine that demons and angels are beings that interact with the world in a way that may appear to violate the 2nd law, but not really. For example, perhaps the nature of their interaction with the physical world is such that there is a mechanism that dumps the excess entropy somewhere else, such as into the surrounding environment, or into some parallel universe. My point is that the 2nd law is very general and without stipulating additional restrictions, you can think of ways that the other regular laws of nature are “suspended” while still technically following the second law.
In fact, some such as @PdotdQ would go further and hold that all “miracles”, including those performed by God, have a natural explanation. The manipulation occurs at the level of initial conditions, not the laws themselves.