He was destroyed in his own domain, and the expansion takes place without his interference, so I'm assuming that Diablo's snuffed it...
The expansion was just one act, and since you hadn't fought Baal, it made sense to do so. I'd definitely lay solid odds that in a full sequel, Diablo will be revived. Due to the immortal nature of the entities you're fighting, they've got a better revolving door than Arkham asylum. You can easily knock them out for a really long time, in human years, but they can always come back.
And I'm not familiar with the demons you listed, I've only read the strategy guides. Care to provide a little easily-Googled background?
Lilith is from the books, which I never read, so I don't know much other than what wikipedia says. Child of Mephisto, lover of Inarius, mother of Andariel. Was involved in the creation of angel/demon hybrids that eventually (d)evolved into mortals.
In the original Diablo manual, Inarius was an angel who ticked off Mephisto, so Mephisto captured him and his followers and turned them into the overlord class of demons (the butcher, the smith, hephesto, etc.) In the books, he also created Sanctuary and the Worldstone, and was apparently not a fan of the proto-mortals. The Worldstone was intended to suppress their powers, apparently.
Asmodeus and Belial were, along with Andariel and Duriel, the Lesser Evils who worked to exile the Prime Evils to the mortal plane, according to the original Diablo. Andariel and Duriel were bosses in Diablo II, but the other two have never directly or indirectly featured in a Diablo game before.