There are many Go-To-Books for creatures like that,
you can use them for
Book of Spirits is all about spirits in general. I'ld be using this mostly.
Inferno is all about Demons, this is where you should go if you want to focus on the demon being all about Gluttony. I think it is a bit less suited for this kind of thing. But maybe not. If you have time, and can get ahold of the copy of the boot it is definately worth grabbing.
Demons and Spirits are kinda similar.
In many ways anyway
Not to go into too many details but roughy a Inferno Demon is a Spirit with a few more things tacked on. Both have Numina and Influences.
You should avoid Demon the Descent. That is a completely different kind of demon.
Using one (or both) of those books you should be able to come up with the basic stats, like Power Finesse and Resistance.
Seems like it should have a physical form.
Now depending on which Wendigo myth you are taking, depends.
I haven't seen Pathfinder Wendingo so I don't know.
Most of my knowledge of Wendigo comes from the wikipedia page.
I feel the most WoD flavorful implementation,
is that the Wedingo is a Spirit,
that Possesses a person who has eaten human flesh.
This leaves some very WoD-esq things like the PCs killing the possessed only to have the corpse revert back
Thinking the threat is gone they move on, only to have the nightmares return and the killings restart after some other fool ate the forbidden food and got possessed. (It could be using its influences to encourage people to commit cannabalism, or you could have another reason for them to do so).
Then the PCs would have to find the spirts ban etc to destroy it to make the community safe.
Or they could take the real world inspired approach of creating something like the Wendigo Taboo Reinforcement Ceremony, to remind people that they really should not eat people. So the people remember, even when starving or being influenced by forces beyond the world.
First it possesses them in some way (there are many numina for that, or your could just skip it if you wanted).
It could use Transmogrify Victim (quoted below).
To impose the Wendigno form onto its victem
Transmogrify Victim (Book of spirits page 149):
Through use of this Nu-men, a spirit that is in possession of a host
reshapes its victim into a terrible monstrosity of human organs
reshaped to perform roles unintended by nature. Spend one point of
Essence and roll Power + Finesse against the host’s Stamina in a
contested action. If the most successes are rolled for the
spirit, the victim’s body is reshaped into a form that uses
the spirit’s Power, Finesse and Resistance instead of any traits
the victim has; this may grant a number of grotesque physical at
-tacks. When the transformation ends (after one scene or if the spirit terminates the effect prematurely), the host resumes
normal shape and awakens. If the transmogrified being is killed,
the host is slain. Any damage suffered by the host is retained after
the host resumes normal form. If a possessed body is killed or
knocked unconscious, the spirit is forced out and must transform
another victim if it still wishes to act
3 Dots of Influences Dreams should do to let it manipulate someones dreams into nightmares. Since you are playing mortals, you don't need to worry about Mages or Changelings needing to use mechanics that interact with dreams, so you don't need to consider to much about how that really works out.
Mortals don't generally have the capacity to interact with their dreams, so unless you want to do that, this basically becomes "You all had some distrubing nightmares."
I suggest that the mechanics for this would be: roll Wendingo spends 2 essence rolls (Power + Finesse), vs Targets Higher of Resolve or Composure page 133. If the Wedingo succeeds the then the target does not regain willpower.
If the wedingo gets a exceptional success target is at -1 to all actions for the next day due to their troubled and disturbing dreams
With all this said, it is just some suggestions to get you started.
There are plenty of other ways to do this.
I'm fairly sure there is a published Wendigo somewhere in WoD.
But I can't recall where, or if it will do the things you want.