Part of the problem is that demons can be extremely large, and clothing thickness scales in a ridiculous way with creature size. Therefore, your weapons may not have high enough [PENETRATION_DEPTH] to get through the demon's clothing.
To get around this, you could look to see what he's wearing, and restrict your attacks to any uncovered areas. If he's wearing a cloak, that covers everything so you are out of luck.
You could also try using very high [PENETRATION_DEPTH] weapons (spears, pikes), but they still may not go deep enough. I don't think blunt damange will penetrate better than edged damage, but I'm not sure so it's possible using a hammer might work. Before trying that, I would try getting some really heavy objects (corpses, coffins, etc) and throwing them at him. The velocity of thrown items is 100 regardless of mass, and damage/armor penetration of projectiles depends on momentum, so throwing heavy objects can do massive damage. I am again not sure if it will penetrate his clothes or not, but it should be relatively easy to try. Even if they don't penetrate the armor, I think they might be able to knock him back (unsure?), and if he gets knocked back hard enough he could take a lot of damage. Very curious to see if you get anything to work (do it for !!SCIENCE!!).