It shouldn't be that hard to find a flying castle of all things. Just attack the place. If it was a submarine, it could be nightmare to locate, unless thousands, millions of fish could be recruited to do it. An underground lair could also be difficult, but once located, it would always be there in the same place. A flying castle, however, should be more or less the easiest possibility to find. Of course it could be parked temporarily in remote places on the ground, but if the cliche demon lord wants to change locations, it would be simple to spot.