Demons, a kind of catch-all for evil magical beings in most folklores and mythologies (though the word actually originally meant just spirit in general, meaning you could have benevolent demons,) serve a pretty strong role in most fantasy settings as the ultimate bad guys. They are by their nature evil and are inherently magical and powerful.
Tolkien, a pretty important author if you want to talk fantasy, borrowed a lot from the Catholic tradition (he was a devout Catholic and wanted his setting to be consistent, even if it was separate, with Catholic theology and philosophy) had its demonic creatures like the Balrog and Sauron himself, be fallen spirits - once good, but fallen to corruption. His universe's big bad is Melkor, is later renamed Morgoth (equivalent of Lucifer becoming Satan,) and has the same basic Lucifer origin story - once the highest of God's creations, Morgoth defies God and tries to usurp his power, and is cast down for introducing evil into the world.
But a lot of fantasy writers instead play on the idea of demons having always been so.
D&D is built to be customized, but its usual framework generalizes demons into a broader group known as fiends. With its alignment system, there are seven "Lower Planes" and seven "Upper Planes," with two morally neutral planes to represent pure Law and pure Chaos. The beings of the Lower Planes are generally Fiends, and those who occupy the Lawful Evil plane are Devils while those in the Chaotic Evil plane are Demons. And then there are things like Yuggoloths, Night Hags, and Rakshasas that are also fiends but don't count as devils or demons.
What this means is that you've actually got a really wide selection of demon-like creatures with all sorts of different forms, attitudes, and powers.
Now, another staple of fantasy, more toward the horror end of the perspective, is entities that can generally go under the umbrella term of Eldritch Abomination. The most famous of these beings is Cthulhu, created by H. P. Lovecraft.
Now, Lovecraft's creations were in a kind of odd limbo between fantasy and science fiction flavors of horror. Their general character was that of being utterly alien and bizarre while also supremely dangerous and capable of shattering minds simply by knowing about them.
You can make distinctions here, but I think the problem you run into is neutering the scariness of fiends if you invest all of that terror in your Eldritch Abominations. Fonts of madness, dark magic, cults, and disfiguration could all work perfectly well with a demonic source.
Of course, Lovecraft was writing with a particular world view in mind - one that emphasized the indifference of a universe in which humanity was an insignificant speck (not to mention a terrible fear of the "other," which for Lovecraft meant both fear of alien life and also, unfortunately, racism.) There's no benevolent monotheistic deity or righteous pantheon to punish monsters and evil here. Lovecraft uses terminology associated with the demonic (or the demoniac, as he often uses, meaning the same thing) to describe his abominations. But Lovecraft was blurring the lines between fantasy and science fiction - some of his stories come off more as the blueprint for 1950s alien invasion stories (which, to be fair, H. G. Wells really codified with War of the Worlds.) Indeed, when Lovecraft actually goes into detail describing his monsters (such as in At the Mountains of Madness,) they often come off as the kind of floppy foam-rubber creations one could imagine seeing for cheap in a 1950s drive-in.
In this way, Lovecraftian horror is often best sold by having the actual monsters absent. Only one of the vignettes in The Call of Cthulhu talks about someone who actually saw the thing. Seeing, instead, the depravity of those who worship these things, and perhaps even seeing them physically transformed simply by attempting to make contact with these abominations, is a good way to sell them as monsters.
One could make the argument that abominations and demons fit a similar role in related by distinct genres. But a lot of fantasy world give us both. So how do you draw the line?
I think the first thing to consider is intent: Demons, or fiends in general if you want to go with D&D's terminology, have malevolent intent. In D&D, where the cosmic balance is defined by genuine good versus self-identifying evil, fiends actively seek to spread evil, either by committing willfully evil acts or corrupting others to induce them to do evil. So murder and cruelty here are end goals, not just methods, and your fiends can relate to characters within the human framework of morality. They can be bizarre and alien, but their intent, however couched in complex and incomprehensible logic, is still working toward the same end - they wish to see the multiverse suffer.
Intent for Abominations, on the other hand, is very different. I think the default alignment for such creatures (usually listed as Aberrations as a creature type) ought to be unaligned. They aren't going out of their way to create suffering in mortals. It's more like they don't even have a concept for what suffering is. It's more that their mere presence is enough to alter reality around them enough that it is harmful to be there. The end result is suffering, but the abomination does not do it intentionally - nor, and I think this is just as important, does the abomination care in the slightest.
Now, there are beings like the Ilithid who are given a certain alignment - lawful evil - but I would play these aberrations less as conniving villains who long to see other civilizations collapse, but rather those who honestly don't consider any of the mortal civilizations to be any more complex than a termite colony. They don't feel any true contempt for humanoids. They simply don't believe there's anything wrong with sucking their brains out or using their bodies as incubation pods for their offspring.
And Ilithid are only the most humanoid-like versions of these entities.
I do think there's certainly a place for madness-inducing demons and devils, but perhaps one way to draw a line between them is to think about what causes this. A demon would induce madness as a form of cruelty - attacking someone's mind in order to bring them low and disrupt their ability to live the life they had previously.
An abomination, on the other hand, would probably do this passively and without real intent. Sure, the Ilithids use Mind Blasts to attack enemies, which kind of undercuts this, but you could imagine that simply seeing some greater abomination would cause psychic harm - or perhaps not even harm. One idea I've had is for an alien race (and eldritch abominations can be just particularly alien aliens) that communicates psychically by simply arranging the thoughts in another individual's head. Their neurology might allow for their brain (or brain-equvalent) to hold this foreign set of thoughts separate to their own and be able to understand it as simply extremely thorough and efficient communication, but to we weak mortals, it might come off as total mind control. The abomination might even be pleasantly surprised that everyone on this world they "speak" to is so willing to do anything they suggest.
Demons and abominations both ought to be far from mundane - they're both alien in a sense. But demons can be more closely linked to the mundane world, whereas abominations are defined by their distance from it.
Granted, one of the great elements of cosmic horror is the discovery that what is thought to be alien is anything but: a protagonist might discover to their horror that they are, in fact, partially alien, or even that their entire society is secretly the byproduct of abominations' actions.
So it's tricky.
There are two approaches I think you can take, to synthesize the two as being related to one another. In Hellboy, for example, the Ogdru Jahad, which are sort of the ultimate eldritch abomination as seven entities in one, are actually the dragon mentioned in the book of revelations, created by an angel, ultimately putting them into the Christian dichotomy of good and evil, but with the aesthetics of Lovecraft.
The other is to suggest that Eldritch Abominations are far more powerful, but also more apathetic. In Buffy the Vampire Slayer, for example, "pure demons" are far more bizarre and alien, while the horned humanoids one tends to encounter are actually hybrids with humans (and vampires are actually the most human-like of demons, being demonic entities that inhabit undead human bodies that have lost their souls after dying.)
It's certainly a lot simpler to have one type of thing and not the other, and perhaps borrow the aesthetics of the one you're counting out. But while difficult, it is possible to carve a space out for both types of entities in your cosmos. While it's certainly ok for characters within your world have a hard time telling the difference, you as the creator (or DM) should have a good sense of how they differ.
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