The Skjol are regular Humans, who have been in a certain ritual. This ritual combines the Human and a Demon. The ritual rarely goes well, resulting in a Skjol. The Demon and the Human trade Souls for eternity. There is no known way to reverse this.
If the ritual was to come out well, the two would be bound by fate. The Demon and the Human would make each other stronger. An example would be if the Human had 500 health, but only 10 Mana, and the Demon had only 50 health and 500 Mana, they would combine the values for both the Human and the Demon. They would then both have 550 health and 510 Mana. Abilities also carry over, such as the ability to grow wings. Knowledge also has a chance to carry over, allowing to pass on knowledge infinitely, as long as the ritual goes according to plan.