Yes, pretty much any type of entity can co-operate with another. It’s more of an individual type thing, then whether groups of entities can. Of course I’m sure there are some types of entities that don’t have good history with others – so that might cause conflict.
There have been lots of people here that work with both angels and demons. So it would work, unless the work you are doing with both of them might conflict with each other. Being more so the energy rather than the individual demon, and angel.