> I always imagined some twisted diminutive demonic swarm of insects

Behavioral ecologist Stephen Simpson has proposed the cannibalistic forced march hypothesis[36], that is, the forward motion of a locust swarm is essentially sustained by each individual’s imperative to avoid being eaten by the locust behind it: 1) Align their body axis with neighbors (parallel) to minimize the chances of a side-on attack and present their narrowest possible profile to the individual behind. 2) March forward to bite and feed on the abdomen of the locust immediately ahead.

A billion crazed insects marching through eating all your crops while cannibalizing each other does seem relatively twisted and demonic.

I have been in a locust plague once. It does feel very weird. Yes they are grasshoppers but you might be underestimating just how many there are. Plus they don't look normal, they actually change appearance when they're in a plague.

One small detail I remember was when the sun was just behind a building, you could see this glow around the building which was the sun reflecting off all the locusts that were flying around it

Put them under a microscope at 10-40 times magnification and you've got your demons. Claws and hooks and fang-like attachments everywhere, faceted eyes, crusty exterior. The western image of demons was partly derived from insectoid creatures by painters like Hieronymus Bosch so it makes sense for insects to look demonic.