Seeing these questions makes it pretty clear to me that we are still talking past each other. I do not know about being one of Jehovah's fallen angels or whatever, but the point is that any of the "gods of the nations" would be rejected by the Jews, which makes their 'real world' existence or non-existence a moot point. If the gods of the nations were 'real' in some sense, it wouldn't matter, because they were already told to only worship their own God, and if these other gods were only ever ideas, then it wouldn't matter, because they were already told to only worship their own God.
A slightly different answer could probably be given to the question of relatedness. Since it's not good enough to simply have an idea of there being only one true God, or for that matter more than one, to actually qualify as worshiping Him within any particular religion (or else Judaism, Christianity, and Islam would actually be the same religion, rather than three different religions conveniently grouped under the title of "Abrahamic" by lazy people, and all forms of polytheism would be the same religion), it's entirely possible to say that, yes, every group's idea of "God" or "gods" is ultimately related to the one true God, while also maintaining that the God or gods of every group but your own is false. This is what you've rightly identified as henotheism, and it is a part of the monotheism put forward by the aforementioned three religions, not something separate from it. I mean, would you wonder about the Islamic commitment to monotheism because a place like Saudi Arabia executes people for witchcraft? That surely makes it seem like the Saudis at least behave as though spirits other than Allah exist, and to the extent that they can be given the supplication (successfully, maybe?) which in Islam is due only to Allah, this is effectively a kind of roundabout recognition of the existence of other gods besides Allah, despite their creedal statement saying otherwise (they go even a bit further than Judaism or Christianity on this point, stating that there is no "small g" god but God/Allah, whereas at least in the other two the small-g gods are recognized as existing in whatever sense they may among the non-believers).
In summary, I would say that the "separate existence" idea is simply irrelevant, while the "relatedness" idea is both obvious and irrelevant.
So...I don't know or care, and yes.