Just wanted to follow-up and say we finished this up yesterday. My critique would be that there's nothing in the story to really motivate the players to go along with what's going on. They have no opportunity to become in any way invested in any of the characters and there are plenty of opportunities to just say "**** this" and leave.
I did, however, have a delightful time with the part of the story where the characters choose to go into the fade to destroy the demon. Before confronting the demon, I gave each of them their own scene where I just completely screwed with them and tried to make deals with them to just let the demon go with Casden. That was a lot of fun for everyone. These individual encounters made several of the players much lower on HP before going into the final fight.
I also beefed up the demon to make the fight very hard but definitely winnable. Ultimately the demon won, but they probably could have taken her with one more round of combat. I used this as a ploy to bring in the deal one of the PCs already has with a different desire demon. She came to their "rescue" and they were released from the demon's thrall, but Casden and Urdik were already gone when they awoke. Then after they left town, one of the PCs found her father's sword that had been lost at the bottom of the sea (exactly what the demon had offered her), which now has all the PCs very concerned about what sort of deal the two demons struck for their freedom, whether they are all going to get what they were offered (which is scary since one of them was offered her sister back from the dead), whether they ever actually made it out of the Fade, etc etc. And of course this revealed that one of the PCs already has a deal with a demon (though he insists on calling her a Spirit), which brings up plenty of more drama. Fantastic time had by all