Instructions
Ignore Naoya's character at the beginning of the battle and instead concentrate your efforts on the demon portals. Send Atsuro's group directly north to attack a group of Abaddons, then send Yuzu, Midori and the Hero east, northwest and south respectively.
Destroy the portals and their guardians -- the battles should be relatively easy at this point, so just attack normally -- then start moving all four of your groups towards Naoya. At the start of each turn he will cast "Devil Speed" which increases his movement range by a huge amount. Try to corner him between your characters and a wall as you approach.
Attack Naoya's Behemoth minion first. Fire magics are particularly effective and should be used at every opportunity. Make sure you also cast buffing spells to raise your parties' defense and attack, as Naoya has a skill that allows him to counter-attack. Plus, the Behemoth's physical attacks are incredibly strong and will do significant damage to your characters.
Kill the Behemoth, then switch your focus to the "Saiten Taisei" demon. Naoya will no longer be able to run away once the behemoth dies, so you won't have to worry about continually chasing him down.
Use magic attacks on the remaining demon -- and the "Pierce" move, if you have it -- as it is resistant to all physical attacks. Continue pummeling the demon, healing your characters as needed, until only Naoya remains.
Wail on Naoya with your strongest attacks until he dies. Naoya will go down quickly and easily without his demons.