The Sphinxes were a species created by the All-High Gods as construction tools for their conquest of the universe.
The sphinxes were described as having big sharp wings and big lenses shaped like TV screens on their faces, though they can edit their internal dimensions to have either two legs or four; one even appeared as a human. They feed on five-dimensional material from outside the universe and excrete it as raw space-time. Since they don't have mouths, they "speak" by creating space-time around them with sound waves. They can 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)
Marcus Americanus Scriptor stumbled across something resembling a sphinx that was hunting a renegade Time Lord. While the creature had a sphinx-like orb face and could shapeshift like a sphinx, it was intelligent, even bragging that it was invulnerable to time- and ritual-based weaponry. However, Scriptor killed it with a simple sword. It may have been affiliated with the Enemy. (PROSE: Warlords of Utopia)