Solo'd this as PLD75/NIN37. The trick is after examining the '???,' immediately run back to the gate area (with torches for Dark Spark on the other side), and the other Demons that spawn with him won't see you and just remain in their places, leaving you alone with the NM. As for the fight, no problems. Didn't have shadows up half the time because I wanted to have a Ni ready to cast if he warped me. He tried to zone me three times lol.
The thing he actually says before 'zoning' you is 'Insolent adventurer! Begone from these halls!' Anyways had no trouble and if you do what I did and pull him away on his own it'll go even more smoothly. Was a fun fight :)
Kries here: OMG- this was a fun fight!!! The party was drk/thf, pld/war, red/blm, red/whm, whm/blm- and two war/nin's. My linkshell was helping me get keys for my AF and suddenly he appeared with three other demons. Well we were handling. Me and the other war/nin were rampaging all over the place and suddenly- he escapes her. We were like WTF!!!! Then i rampage- throw up shadows as i watch my tp rise for another rampage- and sudden- I am standing outside in the snow. OMG- so freaking fun. I had to run back in to find my party and on the way i found a chest and opened it for 3486 gil per member. I loved it.
yup yup i was fighting it for the quest and boom! im not they're anymore -.- so i go back in hit flee after putting my af on and hit hide then went back i got hate again and gave up =p