How are these things 'demons' again? They lack any alignment or demonic subtype and are constructs rather than outsiders. Sure, they're CE abyssals, but so are bodaks and fiendish octopuses. Guess I'll just blame it on WotC being inconsistent again.
Retrievers have 10 HD. Rather than the sweet, sweet outsider HD all 'demons' up till now had, they're construct HD. See for yourself how bad they are.
Construct type, on the other hand, is pretty great, mostly because of the immunities. I'd list them, but I want to keep this post brief. The bonus HP you get do a decent job at making up for the retriever's lack of constitution, but I'd look into ways to increase toughness anyway.
Retrievers have a decent chassis. High strength, huge size and a bite attack (which you can wield a mouthpick weapon in) equal a strong meleeer, and four claws only add to the damage. Dexterity is good for a Huge being, but wisdom and charisma (especially charisma) leave much to be desired. Then again, if the party wants a 20-feet-tall iron demon spider to be the face, one should find a new party.
Then there's the random abilities every 'demon' seems to get. Improved Grab, which would be useful if any retriever wasn't going to use its mouth for weapon-wielding, Discern Location, a powerful spell with doubtful usefulness, and finally: four eye rays to pick from each round. Over the course of four rounds, a retriever will be dealing 36d6 points of various elemental damages and forcing a saving throw versus petrification, without having to spend any meaningful actions on this.
Almost forgot: retrievers also have fast healing. Useful on a creature that doesn't heal naturally, I guess.
What's a retriever worth? They're great at damaging stuff, but not outstandingly so. If it weren't for their eye rays, I'd put them at +1: about equal to other bruisers such as the bulette. With the eye rays, I feel +2 is in order: retrievers are simply too strong otherwise.