While I agree with the fact that Scripture doesn't address this specific topic, I do find it interesting that throughout human history, when it comes to war and the sides involved, there have always, without exception, been betrayals and double-crossings.
Someone is always trying to get ahead by stepping on someone else. If that's true among the ranks of humans... I can't help but speculate that how much more it might be so amongst demonic beings.
But we do know that some things humans participate in are not things that spiritual beings participate in, such as marriage, so maybe not.
I have a good friend who has lived through rough situations all his life and seen a lot of what we believe was demonically-inspired actions. His personal belief, interestingly, is that there may be demons who refuse to serve any master, simply out of pride and rebellion (which were the two major issues that led to Lucifer being kicked out of heaven in the first place.)
I find it very intriguing that the Gospel lists some of Jesus' healing interactions with demon-possessed men who lived in completely abandoned places--in other words, whatever was possessing them at the time seemed to prefer complete isolation--but once Jesus commanded the demons to leave, they came back into a normal state of joining society.
*shrugs* We will probably never know until we get to heaven, and of course, our goal is to continually seek the wisdom and truth of God, but these are just a few observations.