In OotP Luna Lovegood claimed the Minister of Magic had a secret army of fire spirits called heliopaths. The fact that Luna spoke of such beings in itself is seen by others as reason enough to doubt their existence but I've wondered if this was one instance Luna was right (that they existed, not that they were the MoM's goon squad). Was it ever revealed whether or not heliopaths existed outside Luna's mind?
I think we can safely say that they're imaginary. Their sole mention is in Order of the Phoenix. Hermione immediately discounts their existence and they don't appear in the book Fantastic Beasts.
‘What are Heliopaths?’ asked Neville, looking blank.
‘They’re spirits of fire,’ said Luna, her protuberant eyes widening so that she looked madder than ever, ‘great tall flaming creatures that gallop across the ground burning everything in front of –’
‘They don’t exist, Neville,’ said Hermione tartly.
If they do exist, they're surprisingly well hidden for such large and ostentatious creatures.