If I were to write the story the solution would be a portal room.
It's clear the goal of Avalon should be center of the world, it need to offer portal services to all the other demon lords' dungeon entrances, and maybe build satellite towns near them to help facilitate the teleport service. At that stage not only is your dungeon being protected by the heroes because it's their now their home, but you're actually invading other demon lords' dungeon by sending buffed and geared adventurers without needing to move your own demon troops.
This should serve as a wake up call to all other demon lords and should know to either get on board or get left behind.