User blog comment:FairyRaven/Fairy Tail Chapter 366: 1000 Souls, Review and Commentary/@comment-6904925-20140110110507/@comment-24016459-20140110160210

the demons are from their own world, like Edolas, where everyone have their own demon counterparts.

Maybe That was what Cobra was talking about when he said the gate of the underworld has opened! :O But I doubt it and think it would be cool to have a demon counterpart to each character and then after this arc something like "having to defeat your demon" arc, but the whole "other world with couterparts" isn't a new concept to anime.