For those who are confused why the term is sometimes capitalized and not capitalized, in this novel so far there is a sect called the Demonic Path, but at the same time those who follow 'demonic cultivation methods' are known as cultivators who walk down the demonic path.  So, the term is used for both so it might be a bit confusing. In another words, a cultivator might be part of the demonic path, but not part of the Demonic Path. It's the same for the Immortal Sect, which is its actual name, but there can also be many other 'immortal sects' or 'righteous sects' 

Honestly I have no idea why the author wants to confuse everyone so much!!!