Sheogh is the Demon prison world located below the surface of the world of Ashan, around the eternal prison of Urgash, the Dragon of Chaos, guarded by the power of darkness, fire, and earth. Physically speaking, it is the core of the planet the continent of Ashan is located on, however, the current population lacks understanding it as a whole, and rather regards Sheogh as some different world.
During the final hours of the Wars of Fire, Sar-Elam, a former human Wizard of the Seven Cities, who had became the Seventh Dragon, sacrificed himself to create a seal to prevent the demons from leaving Sheogh. His magic keeps most of the demons imprisoned, but sometimes demons are summoned to the surface of Ashan, either by a Warlock or during a Lunar Eclipse. Demons cannot draw power from the Dragon of Chaos on the surface of Ashan, except during the Lunar Eclipse, due to the magical block created by Sar-Elam, however they are capable of using other forms magic, even those of the Elemental Dragons Gods, their favored magic being Fire.
Before, during, and after the Lunar Eclipse, a roughly three month period every century, the seal of Sar-Elam would be weakened and the demons could open up portals from Sheogh again, leading to demon invasions of Ashan's surface. The leaders of the Demons were six overlords, but they were later overthrown, and Kha-Beleth, the Demon Sovereign, then became their new leader. The capital of Sheogh is Ur-Hekal.