tbh it wouldn’t make sense for Wicked Weaves to just draw the Demon’s physical body into Purgatorio. like imagine Madama B. walking around in Inferno when suddenly her fucking leg disappears into a portal, it wouldn’t work.
instead, as i think anyway, the weaves simply construct a physical form by channelling that Demon’s soul/life force which canonically transcends their physical being and even consciousness as Rodin uses it to power your weapons. it also explains how Bayo can punch so fast there are like 3/4 fists existing at once, despite Madama Butterfly only having 2 arms.
Gomorrah breaking loose can simply be explained by him drawing energy from the world around him due to the portal’s malfunction, instead of the hair. if you think about it, that would explain the sudden storm better than “it was dramatic so…”