Apparently the royal family of the country that the story takes place in was literally dissolved prior to the start of the story. As in, reduced to puddles on the ground.
Nagisa tells Chiaki that, up until recently, skyfolk had a long-standing superstition that those born with black wings brought about bad luck. In an effort to avoid misfortune, black-winged newborns were ritualistically killed by being thrown off the edge of their floating kingdom, to the earth below. Chiaki aptly reacts with a horrified look.
Demons are created by means of a parasitic process known as "corruption". An existing demon chooses a new, demonic name for a human/demi-human, and then horrifically carves that name into their victim of choice. The victim is then forbidden to utter their original name ever again, as doing so would cause their death. And that's if you even survive the excruciating pain of the transformation.
As Belial explains the process to Keegan, we get a flashback to Belial getting corrupted as a child. A demon named Verrine, whose eyes are obscured and sporting a Slasher Smile, is shown targeting a young and terrified Belial. Belial is then shown screaming in agony as Verrine engraves the name onto the young girl's back using her claws.
Jude has a cursed necklace that turns him into a girl in the morning and back at night. Said change is a Painful Transformation, to the point that Jude outright says that he fully expects the pain to kill him eventually.
