
"Demons" in the XIV universe are usually a type of creature called a Voidsent. They have nothing to do with the Dark Knight class.
The origin of the Dark Knight class as it's presented in-game is heavily tied to the social structure and history of the nation of Ishgard, which is two continents away from Doma.
You have three unrelated elements here... and while it's possible to tie them together, the lore doesn't explicitly provide any avenue with which to do so.
I can provide lore readouts from Encyclopaedia Eorzea on voidsent, Doma, and the Dark Knight class, but you'll have to give me a bit of time to type it up.
ETA:
Lore book transcription: Dark Knight
Lore book transcription: Voidsent
Lore book transcription: Doma
The origin of the Dark Knight class as it's presented in-game is heavily tied to the social structure and history of the nation of Ishgard, which is two continents away from Doma.
You have three unrelated elements here... and while it's possible to tie them together, the lore doesn't explicitly provide any avenue with which to do so.
I can provide lore readouts from Encyclopaedia Eorzea on voidsent, Doma, and the Dark Knight class, but you'll have to give me a bit of time to type it up.
ETA:
Lore book transcription: Dark Knight
Lore book transcription: Voidsent
Lore book transcription: Doma