We do have various kinds of creatures - wyverns, pegasi - but they are not monsters. We do sometimes encounter animals that have come into contact with magic that has warped them, and they will attack. Those are more common, like, giant wolves or very big vultures, or even immense worms that lurk in the sand. Demonic beasts...they used to be human.
I know I don't have to warn you but cw: fe3h spoilers