Bonus action teleport? Yes, 100%.
However, there's an increased abstraction in the mechanics...or at least I'm seeing a distance between fictional concept and mechanical implementation...
For example, the marilith's Tail deals fire damage... but she's not described as being super hot to the touch anywhere in the stats or flavor... and she's not even immune to fire damage. Honestly, it feels like blind application of the Flaming Weapons trait. As a GM, I would have a bit of a mental hiccup before figuring out how to resolve this narratively.
Restricting her reactions to parry is... I see why they chose to do this mechanically (more control over damage output)... but fictionally it contrasts with the expectation that demons are more about pushing the offense... and it has the mechanical side effect of prolonging the battle / disadvantaging melee PCs. I'm not sure either of those are desirable here.
Two of the 3 bonus actions are problematic...
First, Protect Yourself has the same issues – contrasts with perception of demons & prolongs fight by disadvantaging melee PCs.
Second, "March at 1/2 speed & march through rough terrain" (edited for clarity) and "doesn't provoke opportunity" are competing fictional elements – the first brings to mind a gritty slogging march of grim determination, while the second brings to mind an acrobatic slippery or ethereal sort of movement that's much faster. To me this feels like moving in the direction of abstracted 4th edition powers where I constantly struggled with how to describe them in narrative terms.