[Wrana]

It's good and well to label something as "label". :P But in this game's context it's a term with perfectly clear sense: something that's unholy by its nature, but isn't undead.
A part about demons worshipping a demon-slayer goddes is already answered. About Hindu origins of the goddess herself - I don't remember clearly about any Kali-like figures, but a lot of Japanese and Chinese mythos gods and spirits are of Hindu origins. And many-armed warrior spirits are certainly depicted in Shinto temples often enough.