Commentaries:
The prophecy declares that the One who became God's “Anointed” (the Messiah) and the subject of Hebrews 1—the Personage born as Jesus of Nazareth—is also called in verse 6 “My King” who will be crowned and reign from “My holy hill of Zion.” He is royalty in God's Family and worthy of the highest honor that God the Father can bestow on anyone.
John W. Ritenbaugh
Why Hebrews Was Written (Part Twelve): The Son's Superiority Over Angels
Obviously, these are not demons but human beings who "set themselves and . . . take counsel together, against the Lord." They are conspiring.
John W. Ritenbaugh
What I Believe About Conspiracy Theories
Other Forerunner Commentary entries containing Psalms 2:2:
Proverbs 3:5-8
John 1:18
Jude 1:6