Minor Errant lore: normal cameras do not pick up incorporeal beings. Beings with sufficient sensitivity to high frequency magic can see ghosts and fey, and they appear to glow, but they're invisible to most people and standard cameras (which capture a smaller slice of visible light than most people's eyes). Special apparatus can capture images of them, but it's really expensive, especially for video.

Demons are different though, because while they are made of Infra-magic (low frequency), they have bodies made of dust, dirt and debris held together by that magic, so anyone can see them, and so can cameras.

Yes, I really over-thought the lore of this series and I have zero regrets.