The full 5e sphinx is a CR17, so it’s no slouch. For example you could flavor its single hit knockout of each of the team as the banishment spell it can cast. (Though that pesky concentration rule comes into play, but that could be some cool lair effect)Yeah, I didn't have the heart to tell my wife that these sphinxes were way cooler than the D&D default ones.
The biggest difference is on the defense, a sphinx defensively is not very impressive, but was nigh invulnerable against vox machina. It does have immunity to non magic weapons, but several of the team have those weapons by now.
A lot of that is the reality of bounded accuracy. In 5e, you always have a reasonable chance to hit and be hit, gone are the days where a higher level foe was “invincible”. So most 5e monsters aren’t going to hold up the narrative weight that the show places on them