Sairaag was a city, not a demon. You mean Shabranigdo probably.
Xelloss is a cone of concentrated evil intent. He has an interesting personality on the surface, but the fact of the matter is if people aren't useful for him as either pawns or sources of shoki there's no real reason for him to keep them alive. Of course, if there's no real reason to kill them he probably wouldn't do that either. You've just got to understand that he doesn't have emotional ties to anyone. He's loyal to Zelas, his master, but that's probably as far as that goes.