It was later revealed in Volume 12/13 that they needed to save ente isla and their main enemy is ignora, lucifer's mother (she wears a space suit). She is a more powerful being the likes of the Landlord and somewhat considered as a God among angels.
There was really no angels and demons before in their world, but a research was lead by ignora along with the Satanael, otherwise known as The Ancient Demon Overlord and in this chapter we learn that Gabriel, Lailah and other angels were actually mortals before. Ignora started doing sinful things after acquiring power (i think it's immortality along with other stuff) and started doing sinful things which she thinks is for the ente islans. Ignora and Satanael ended up in disagreement so she kills Satanael. Emi's Mother Lailah tries to negotiate with Maou and Emi but both of them disagreed mainly because they were played by lailah for a very long time, all the events that led to this is lailah's doing. Lailah's plan (well satanael's plan actually) was to defeat Ignora and save the Ente Islans using Maou and Emi's power and the children of sephira.