Dust Devils, unlike the name implied, were not demons. They were air spirits whose material bodies were composed only of air. They had that name because when they moved, they lifted a lot of dust from the ground in small whirlwinds. They were very hard to defeat because physical attacks barely damaged them. You'd need to cast elemental spells like fire or ice that could damage their bodies made of gases.
This meant that only Paula, within Matthew's party, could damage them using ice magic she drew from Lumi with the Spirit Magic skill. However, Dust Devils were artful creatures. Even their dungeon simulacrums could easily hide and trick their enemies.
Therefore, Matthew's party had a lot of trouble dealing with them. It was the next day and they were already back inside the Labyrinth. They had been attacked by dust devils the whole day. As Paula was the only one who could harm them and as the creatures had a hit and run strategy, dealing with them took a long time.
