The dimension that the demon armor comes from is Hell. and this makes sense because Devil Saga is a sequel of Devilman Lady were Dante stated this about Hell. But wait, how do humans and demons interact with each other you ask well when a human experience pleasure and fear a demon can take over their body gaining a physical form and this goes all the way back to the original Devilman with the Black Sabbath stuff. And this is even further explained in Devilman Lady by a part of Zennon. Devilman G goes even deeper and show us an example of how the process is done First this and Second this. Then the keep merging with the 3-D matter until the dimensional wall between the 3-D and 4-D is broken to gain access to their true powers and this keeps going on until the reached the 5-D. Or to make it easier for people to understand:
Their physical bodies are 3-D when taking over a human body and their spiritual bodies, aka their true bodies are either 4-D or 5-D and are made out of pure energy
Edit: Its never been confirmed yet that God has Existence Erasure on a 4-D or 5-D scale but it does makes sense to say he has it because the fights are in a Higher dimension and in Devilman Saga its highly hints at that.
Thank you for closing my severely outdated Simon The Digger vs. Bill Cipher thread for me like I requested. It was annoying me that people were trying to necro it after two years despite it being so incredibly outdated, haha.