Don't jump the gun.

Everything anime from Ah! My Goddess has and/or 
will appear in the US.  The original 5-part OVA 
that you saw is the same that EVERYONE else has 
seen.  The extra characters in the opening 
sequence are from the manga and never appeared 
elsewhere in anime form, except for the character 
you referred to, who is...

Mahler, the demoness from Niflheim who tries to 
wreak havoc on the main characters.  Aside from 
the OVA opening sequence, she only appears in the 
SD Ah! Megami-sama specials, which you can find 
in the States:

Adventures of 
the Mini-Goddesses

The cels you saw are likely from this show.  They 
are still quite rare and worth collecting.