I agree, there is a lot more religions than catholicism to explore.To answer your argument about demi gods, well... Gods vary in terms of power.
There were kami of the mountain and such in Japan, and other "deus loci" that some would consider to be barely spirits in other places. Japan and Romania comes to my mind, but pretty much every country that at some point had a religion based on chamanism, so pretty much everywhere if i had to guess.
Then there are monotheist gods all over the globe at one point or another in history. First i know of is zoroastrism's god in Iran, 9 centuries before Christ, that's supposed to be all potent... Before that there was Aton in Egypt, more than a millenia ago, but it was mostly a sun god even if he was supposed to be all potent, well more like any other cult was prohibited i guess...
Yaweh, the judaist god - or it's origin at least- is also attested around one millenia ago, but he was a god among several others at that time, polytheist religion, not a monotheist one. He was kind of like Zeus or Odin, being king of the gods... I hope jews won't hate me for that. But hey, you could say Yaweh is also the origin for the christian god and muslim god too... And now i made a large portion of the world population hate my guts...
So gods varying in power between "mere spirit" and all mighty beings, i guess the power of their offspring woud vary too. Depends who the mythic parent of the MC would be. Could also depends on the MCs specific stats Given that...
Beats me about demi-god honnestly... If you take those from ancien Greece they were considered mortals and could die from a sword slash or arrow. So i guess succubi - plural form of succubus - would make short work of them. But then with the kid of an all mighty god it might be different.
Then once again you made things your own sauce and that's great, so feel free to set your own lore. So a demi god surviving an encounter with a succubus? Sure. I mean if you wanted even a human could. Or the succubus maybe need to activate a skill to feed and kill, or maybe she drains power, but not enought for the character to mind, or... Really that's up to you ^^'
In any case the start of your story seems nice.