Don't forget OP1 - Tales From the Outer Planes!
A bit more playing around with the Dragon archives CD (which, i'm sure you've already done, but just in case):
From the Sorcerer's Scroll (#28): EGG gives some insight into how the demons, devils, and daemons relate to each other.
Ecology of the Yuan-Ti (#151): includes info on a former god of the yuan-ti, turned demon lord.
Down-to-earth Divinity (#54): Ed Greenwood mentions a beast cult demigod named Repra, King of Serpents, based in the Abyss. (a google search suggests this being was destroyed by Sseth)
But not least: The Humanoids (#63): Roger Moore's demihuman perspectives article series first presents the shoosuva.
Campaign Classics: Three Greyhawk Grimoires (#225): Iggwilv's Nethertome, a work lesser known than her Demonomicon (which the article squeamishly refers to as the "Fiendomicon"), features some backstory as well as two new spells - Iggwilv's Lightning Cage and Iggwilv's Timeless Sleep.
Dragon's Bestiary: Nonhuman Creatures With Human Form (#141): Features the Black Troll, a troll variant created by breeding with demons.
For King and Country (#101): brief mention is made of demons and what races worship them; including the earliest reference I have seen that ixixtachitl worship Demogorgon!
Demons, Devils, and Spirits (#42): Hacamuli, a servant of Orcus appears.
Setting Saintly Standards (#79): St. Kargoth, King of the Death Knights, appears.
Fiend Knights and Dark Artifacts (#206): Featuring material cut from "Ivid the Undying".
Fiendish Fortresses (#233): By Monte Cook, as I mentioned above. 'nuff said.
From the Sorcerer's Scroll (#23): The first appearance of the random demon generation table, which would later appear in the 1E DMG, and would later become the basis for the hordlings.
The Goristro Revealed (#91): The first appearance of this demon, which later appeared in Planes of Chaos, and 3E's Manual of the Planes.
Creature Catalog III (#101): Featuring the Tener, which is sometimes found on the Abyss.
Bazaar of the Bizarre (#117): Features the Ring of Lolth, a minor artifact.
The Dragon's Bestiary (#118): Features the Phoenix Spider, an inhabitant of the Abyss.
A Touch of Evil (#126): Suggests that death knights are bound to Demogorgon, and that the ghast is powerful due to "continued exposure to the magical forces of the Abyss."
The Game Wizards (#165): Ah, the beginning of the end for the demons and devils. They had already been removed from AD&D with the advent of 2E, now with this review of Monstrous Compendium 8: The Outer Planes, (Jan 1991 - Planescape, as stated previously, debuted in 1994) we see the seeds for the Blood War, "baatezu," and "tanar'ri" as well as them being described as "races" of fiends for the first time. The archdemons and archdevils are removed from the picture entirely, and the demons and devils have been officially neutered until 3E is released.
Ecology of the Neogi (#214): One of the five gods introduced for the Neogi is Thrig'ki, a lesser power from the Abyss.
Dragon's Bestiary: Lords of Chaos (#221): A tale is related of how the slaad lord Ssendam repelled a demonic invasion of the Spawning Stone.