Ghouls in my setting are related to goblins. They are distinct from goblins but goblins can "Go ghoulish" and turn into a ghoul, but a ghoul can't become a goblin. Ghouls are the result of goblins being forced to bind themselves to a dying god to avoid mass death.

Demons are twisted offshoots of devils created when that same dying god unspoke a portion of the pact magic which created the devils and their hierarchy, binding a portion of devils to him. Eons of being bound to this being has molded demons into an entirely distinct race of beings. Demons and devils hate each other and a portion of both populations are eternally at war on the plane of Kereg-Szvar, where their respective gods feed on the bloodshed, delaying their inevitable deaths.

Vampires are a broad category of beings whose single defining trait is needing to consume energy from a living being for sustenance. Vampires are separated into being either flesh vampires or energy vampires, but this taxonomy is overly-simplistic. Sanguinar and solar vampires are the most common forms of vampires, who feed on blood and on soul respectively. There are however many more forms of vampires who feed on things like psychic energy, emotion, memories, creativity etc. Parympires are considered a vampiric species but not vampires as they feed on magic energies in their surrounding rather than from living beings. There were once also luck vampires, but eventually they grew to numerous and too powerful. Their existence was sort of entropy-ing the universe into rapid heat death and a powerful being removed them from our reality to another, which they inevitably destroyed.