Here, read more from a Saint on where the Demons reside:
Consequently, it must be said that, although a heavenly place belongs to the glory of the angels, yet their glory is not lessened by their coming to us, for they consider that place to be their own; in the same way as we say that the bishop's honor is not lessened while he is not actually sitting on his throne. In like manner it must be said, that although the demons are not actually bound within the fire of hell while they are in this dark atmosphere, nevertheless their punishment is none the less; because they know that such confinement is their due. Hence it is said in a gloss upon Jc 3,6: "They carry fire of hell with them wherever they go." Nor is this contrary to what is said (Lc 8,31), "They besought the Lord not to cast them into the abyss"; for they asked for this, deeming it to be a punishment for them to be cast out of a place where they could injure men. Hence it is stated, "They [Vulg. 'He'] besought Him that He would not expel them [Vulg. 'him'] out of the country" (Mc 5,10).