You are right about 1 thing: Eldritch Wizardry introduces demons. (though not Grazz't, which Gygax actually used in play, and these may have been done by Brian Blume in a very non-Greyhawk specific way).
How the presence or not of Grazzt is relevant, I'm not sure. I would expect you know that Grazzt doesn't appear, anywhere in D&D or AD&D, until the "Lost Caverns of Tsojcanth"...and then, again, "officially" in the demon section of 1e's MM2. The fact Gygax used him in play but he didn't get published until X...? I'm not sure how or what that has to do with the conversation at hand.
The only planes mentioned are the ethereal plane and the astral plane. Demons come from a non-specified plane.
This plane was specified as the Abyss in the monster manual.
Demons are Abyssal. "Always" [from 1e onward] have been and always will be. It's an easily brandable thing. No questions or problems from me on this.