also holy power has the ability to destroy demons, hell even physical destruction under the right circumstances does. it's just hard.
also nature magic can do it, that's what killed Archimonde.
presumably anything CAN kill a demon, you just have to use enough force, or for Dreadlords kill them on their home planet(theoretically since i don't think that has been directly tested yet)
and warlock magic doesn't make them demons IMMEDIATELY, but blizzard hasn't been shy about pointing out that inundation with fel/demonic magic does turn people into demons eventually.
there is more than a few npcs in the game that are demons now because they got too hard into warlock shit.