The way I see this running, is that since they are trapped within the castle, the demons will attempt to rape them, enslave them for a long enough time to make an impression, and then leave for an untold amount of time, leaving the characters to slip deeper and deeper into breaking, constantly being subjected to whatever their demon masters bid, until they have no will but to do as they are told.
I have to admit the Romania reference did really get me thinking vampires. Love the castle motif, anyway
I'm left kind of trying to sort out a little more whatever you
could mean by M/s and D/s. It seems to me there could be many different activities under those, some of which I might find entertaining to hear about and some not. If it's seen as counterproductive to even ask, I might yet, or perhaps might not "experiment" with this one.
For example, I wonder, when you say above 'whatever they bid,' are those still primarily bondage/predicament/more imprisonment and force situations? (gathering from the interest list given) Or is there something else in mind here?