The Rumor Mill.

The disappearance of one of them will be noticed quickly. They will ask questions and investigate what caused the disappearance of the demon king. This way, he won't be investigated because they believe that they know what he is up to. 

They will only say, "He offended the Reaper? That's is entirely his fault. I hope the Reaper will release him soon." And they will move on.

Rumors spread like wildfire in the rumor mill so he decided to take advantage of it instead of failing prey to it. 

He kept up this facade by not killing the kings of demons that he captured. Most of the demon kings that he released are kings of demons. Kings of demons have planes. While they keep to themselves mostly and stay within their planes, they also have friends or partners that they work with to invade planes. It will also be quite noticeable that they have died since their plane will disappear when they are killed.