Five Vengeful Imps can be found guarding the House of Hope prison where Hope is imprisoned. Additionally, Raphael's Eternal Debtors can turn into Vengeful Imps upon death or when using Forever Indebted, though they may turn into Vengeful Merregons or Vengeful Boars instead.
In Tactician difficulty and above, Vengeful Imps have Repelling Blast making them extremely dangerous when fought on the floating platforms of the House of Hope prison. They can easily instantly kill your party members unless you are very careful with your positioning and stand as far away from the ledges as possible.