In DandD they are placed my a divine entity as guardians, But with a a demon lord you encounter being one in pathfinder are sphinx demonic in nature?

There are some implied links between the sphinx I think you're talking about (Aresh) and Nyarlathotep, the Outer G-d of the Cthulhu Mythos, who often takes a sphinx form.

Now he isn't a demon lord, and the lore on the demon lord and the link to him is never really fleshed out (maybe it's just imitation = flattery), but anyway.

ah yes im aware of him, he takes the form of a pharaoh, the crawling chaos. So do the average run of the mill sphinx are they linked to the abyss or are they the same as DandD ?