vagueGM says:
While you might not feel human anymore, you are not a demon, you just work for them. Till you die and they take your soul you are still human... or mostly human... well, a little bit human.
We can leave
Persephone with this perception, or we can introduce her to a 'real demon' to give her some perspective, as you like. Just say the word.
Oh yes, she is simply mistaken. The playbook is called Tainted, not Demon, after all!
And I am more than happy to leave the question of if or when she will meet a true demon in your capable hands, vagueGM!
So, in case it isn't clear, the idea I'm going for here is that she actually knows next to nothing about demons or the supernatural. She knows she has sold her soul, she 'must' work for them now, doing bad things, and if she doesn't, then worse things happen. She doesn't know her patron's name, or what it looks like in its true form. She doesn't know if the man who wooed her -- the angel investor who got her to sign the infernal contract -- was the demon itself in mortal guise, or just another pawn like her. Perhaps she tried to protest or resist at first, but they threatened her family.