I havent decided anything about the spawn yet.
Shades will come lategame, only as thieves (like kobolds) But they can possess one of your dwarves, and if you dont "heal" him, they spawn a 20-40 unit army INSIDE your fortress after a while. Possessed dwarf opens portal to the nether, shades pour out.
Chaos will be in hell, non-flying only. So people fight the generic demons that fly at them, and then have on the bottom of hell the forces of chaos to fight. Want to do the 4 great demons, with special loot.