Cursed

I can't complete the initial quest "stolen knowledge" (I found the first demon in the first location near the shipyard, the second one in the winter forest near the dwarves)... and that's it, I clear the entire map.... Is this a bug, or am I missing something?

Don't worry too much about this quest. The demons are scattered throughout all the locations; you'll find the last one almost at the end of the overland part. Judging by the explored area in the screenshot, you may not have picked up one of the demons yet (the graveyard), but I might be mistaken.
Something is wrong with the catalysts. Either you didn't use the first one correctly, or you missed one somewhere. There isn't much of a challenge on the map if you do everything carefully and attentively.