Just finished Demon Knights 1-7. I am happy to report that my nostalgic rose-tinted glasses were correct about this title. Each character is plotted with their own agenda but works together as a team, even with the crazy amount of inner turmoil amongst the characters. I would have to say Madame Xanadu is my favorite character in this series but The Demon is very close behind her.
I have also added “Building the Word of Demon Knights” to the wiki. In this interview, Cornell speaks about the characters and the era/locations of the book. There was a lot of thought put into the location and time frame for this book that is not really mentioned directly in the book.