Perhaps she could be a part of a hidden underworld within the wizarding world that Harry and his friends are unaware of. The female demon could be a key to unlocking secrets about this underworld, like ancient spells or hidden treasures. Her presence could stir up trouble among the wizarding community who are either scared of her or want to use her for their own gain.
In a fanfic, the bug demon mate could be a part of an ancient prophecy in the Harry Potter universe. It might be foretold that a bug demon and a wizard (Harry) would come together to bring balance. The bug demon's nature could be a contrast to the more civilized wizarding society. It could introduce a wilder, more unpredictable side of magic. Also, it could have its own set of enemies within the magical world, which could draw Harry into new conflicts and adventures.
It would be a very difficult fit. Since the wizarding world has its own norms like monogamous relationships in most cases (like the marriages we see in the series). If one were to introduce concubines, it would have to be in an alternate universe where the social and moral values are completely different. Maybe in a fanfic where the wizarding world is modeled after a more ancient and permissive society, but this would be a huge departure from the original feel of the Potterverse.
Mileena could be a foreign exchange student of sorts from a different magical realm. Her unique appearance and combat skills would make her stand out at Hogwarts. She might have trouble adjusting to the more academic and rule - based magic of the wizarding world compared to her own more instinctive and combat - focused magic.
He could fit in as a unique hero. His magic could be seen as a special power like the others in DC. For instance, he could use his Patronus charm to fight off fear - inducing villains.
Alucard could be a part of an ancient prophecy in the Harry Potter fanfiction. His arrival in the wizarding world could be foretold. He might be seen as a savior or a bringer of chaos. His powers could be seen as a necessary evil to defeat a greater threat, like a new and more powerful form of Voldemort. He would bring his own brand of violence and mystery to the relatively more structured world of Harry Potter, making for a very exciting and unpredictable story.
Hawkgirl could be a new kind of magical creature. Her ability to fly with her wings would be a unique form of magic in the wizarding world. She might be a protector of some hidden magical place in Hogwarts or the Forbidden Forest, like a guardian of an ancient magic that Voldemort is after.
She could fit in as a mysterious visitor. For example, she might show up during a Quidditch match and use her magic to save a player from a dangerous fall. Her presence would be a shock to everyone as her magic seems so different from what they know. She could then start to interact with the characters, sharing her own brand of magic with them, like teaching Hermione how to make a room clean itself with a simple song.
The Cyber Knight could be part of an ancient prophecy in the Harry Potter fanfiction. The prophecy could state that a being of metal and magic will come to save or destroy the wizarding world. His arrival then sets off a chain of events. Some would see him as the savior, while others, like the Death Eaters, would see him as a threat to their pure - blood ideology. He would have to prove himself worthy of being on the side of good, all while trying to figure out his own place in this strange new world of magic.
Dr Doom would be a very interesting addition to the Harry Potter universe. His advanced technology would be a stark contrast to the magic of the wizarding world. He might see the magic as something to be conquered or studied. For example, he could try to reverse - engineer spells into technological equivalents.
A Shaolin Monk could fit in as a source of new knowledge. For example, his understanding of martial arts and inner peace could be something new for the wizards. They might be amazed at how he can fight without using magic wands. He could also introduce new forms of meditation that help wizards control their magic better.