Hmm... yeah.
I remember you wrote about the first demon: "he disappeared somewhere." Did you eventually kill him?
The thing is, the mission ends after all the Inferno legions are defeated.
If that's not the issue, I don't know. Maybe try disabling mods and see if that helps (if possible). You could also try giving the 6th demon a chance to move away from the Sanctuary a bit (although I also killed him there). The script functions used are exactly the same as after the death of all the yellow bandit units. I really don't know what happened. =(