The sphinxes were a species created and used by the Kings of Space.
The sphinxes were described as having big sharp wings and big lenses shaped like TV screens on their faces, though they could edit their internal dimensions to have either two legs or four; one even appeared as a human. They fed on five-dimensional material from outside the universe and excrete it as raw space-time. Since they didn't have mouths, they could "speak" by creating space-time around them with sound waves. They could be "programmed" through rituals, and their central databanks are two giant sphinxes called the Kings of Space. (PROSE: Dead Romance)
The sphinxes built the bottle universe, and the "control sphinx" left inside tried to kill Chris Cwej and Christine Summerfield. They invaded Simia KK98 to try to reclaim the bottle from the Time Lords, but Cwej subdued them by granting them time technology; the treaty was officiated when a sphinx twisted a soldier's head off, entered his body, and used his hand to sign the agreement. (PROSE: Dead Romance)