Of course to most people, it sounds impossible that a demon would protect a family from a murderer, because to them demons are “evil.”
What is ‘good’ and ‘evil’ is relative. Demons are not living their life how human morality and other kind of rules are requires it from a person. In addition, every Demon has His/Her own personality and ‘values’, what put an influence the Demon’s own imagination about things what basically can drive a human mad like: murders, child rape and so on.
They can protect persons, and sometimes he doesn’t even know about it or it’s reason. But even in this case you have to know that everything has a reason, knowing about it or not.
I can confirm that They’ll protect persons if They decides in this way for some reasons. If it’s happens, you can find out before or after (if you have to in this lifetime).