As soon as you kill all the demons, they tell you that you haven't completed the task. Then a red goat (or rather, a she-goat) appears, and there are no problems hitting her on the horns; you can do it right near the teleporter without moving, but then the entire map is empty, like a kindergarten after dinner – what the heck is that?
If the heroes have moved to their cities (the 2 cities that are placed at the very beginning), then it means everything is going according to the script. The goat itself moves to the city; you don't need to kill her near the teleporter. There's also this thing where the hero blocks the passage, and then the demoness just stands there, and the script fails. Anyway, in my case (and for some, it doesn't happen), she always reaches the city, and the battle starts. At the end of the battle, there's a cutscene, and then the end. And as you can see, it wasn't just me who had a successful playthrough...