A Station Eight Fan Web Site
Talon's a panther. Claw's a tiger. Fang's a cougar or mountain lion. Maggie's a lioness.
Maggie had a bus ticket and twenty-two hundred dollars when she left Ohio. She moved to the big city and checked into a woman's hotel while she looked for an apartment and work. Work was harder to find than she thought, and a cheap apartment in Manhattan is practically an oxymoron. She spent way too much, way too fast, and before she knew it she was on the street. Or something like that. It happens all the time.
[Later, he adds...] In my mind, as I think I've mentioned before, she was a would-be actress who came to NYC with her life savings. Maybe a couple grand, which she went through ridiculously fast, thinking that any minute she'd be discovered and become a Broadway star!
At least, that's how I figured her.
The in-story answer is that they continued to mutate into a final, stable form. The out-of-story answer is that Frank Paur was dissatisfied with the design of the mutates in the first episode, and took advantage of the opportunity to redesign them for "The Cage."
Greg adds, regarding the mutation process and the lost tails:
It [the tail] was absorbed back into their bodies as their human dna regained some ascendency.
[...] largely, Delilah's genetic structure was taken from Demona. Only cosmetic elements were borrowed from Elisa. Of course Delilah does have some human DNA. But she's about 90% gargoyle.
Delilah is certainly capable of having a baby. So's Demona and Elisa. Doesn't mean any of them will.
And Delilah does turn to stone during the day.
GargWiki.net has answers for all your Gargoyles questions.
Includes episode commentaries by co-creator Greg Weisman, interviews with the cast, and a documentary on the fan convention.