Welcome to the forum.
I don't pretend to know all the answers about demons. Suffice it to say that JWs are not the only ones who believe in them. The Catholic Church still performs exorcisms!
Please take the time to do research on the history of Jehovah's Witnesses. I wish I had done this. I was "in" for over thirty years...I wish I could have them all back now.
Did you know that at one time they taught that vaccinations were like "taking pus into the body?" Or that for awhile they taught that organ transplants were cannibalistic? They changed that doctrine, but not before some died refusing a transplant. Nor do they appologize when they change the doctrine after receiving "new light" on the subject.
Also, their founder, Charles Taze Russell, was into pyramidology..in fact, that is where he arrived at the date 1914. Look up his name on the internet and you will see that he is buried inside a pyramid shaped tomb!
Unfortunately, probably the ones studying with you don't know this information. If you encourage them to look into it, they most likely WILL NOT even though it is the history of their own organization! They will feel that questioning is apostate, and could get them into trouble; they are right about that.If you ask these questions, you will also begin to see another side of the ones studying with you. They will likely warn you to stop questioning. The "love bombing" will surely be strained.
Right now you are in a unique situation. You can ask questions. After baptism, you cannot.
Let us know how things progress.