Just so you know:
Nine Tailed "Demon" Fox Kurama and Demon Lord Dragon Batzz; their names either do or don't imply they're demonic entities.
Kurama might've been easily mistaken for one and Batzz is more of a ruler, hence "Lord" as you know, of demons.
Zoroark could actually be at least demonic, then again: Kurama and Zoroark are based after the iconic Kitsune yo-kai, or Japanese demons or spirits. As for Batzz, in Christianity, the Dragon (or Serpent, but unrelated) is reffered to as Satan in the book of Revelations, or as locally known as the Devil.
So Zoroark is likely a demon.