Wouldn't alleged the devil/demons be far more effective by empowering individuals to behave in ways that persuade others into corruption without suspicion?
Lets have a thought experiment where we say, "I'm an incorporeal demon that looks to possess others and corrupt all that is good." In fact, lets pretend you're a manager demon - you've got an entire staff of demons under you. You're moving up in the company. You used to do possessions, but now you're in the business of performance reviews of your subordinate demons.
So, as a executive demon, sitting at your demon desk in the 9th circle of hell (or demonic dimension, wherever); you come across a report that one of your underling-demons is making a host act strangely. The host wont shut up about the moon. The host is overtly talking about Satan. The host is camping out in closets and getting arrested. What would you say to the subordinate? I know what I would say.
** <slams report down on demon desk> ** "What is this shit? Did you forget you're on the clock? We have a mission: to corrupt the hearts of men into willingly accepting darkness to bring about an age of evil that will shroud the mortal realm for eternity. How are you achieving that mission by making your host act like a lunatic. You're supposed to be corrupting his friends and family; not creeping them the fuck out. When I was your age I was possessing a wall street executive leading an entire company in fraud for the worship of money and to the despair of multitudes. You're on the way to making your host an isolated hermit: lure to no-one. Vacate your host immediately. You're on notice and suspended. Get the fuck out of my office."
I would posit that OP's friend might, unfortunately, have some kind of thought disorder resulting in erratic behavior. The OP, and the subject's girlfriend, both have heightened anxiety while in the presence of the subject which results in them both ascribing supernatural explanations to uncomfortable feelings while around the subject. The subject likely needs professional psychiatric help.
Or maybe its demons. Demons that absolutely suck at demoning.