They are consciousnesses intruding on our conscious experience that we call reality. Space and time is a construct of consciousness. Of OUR consciousness. There are other conscious agents that can inhabit realities with entirely different physical properties. Demons are probably the most accurate description of them. They would be demons or angels to us because they are completely foreign and do not adhere to our physical laws.
Demons is the most ridiculous description of them. Why do you think the scope of God's Creation is limited to us? Why can't He think bigger than that? Oh! It appears He did but you can't.