Calling it now. She is the daughter of someone really high up in the heirarchy, possibly even the Demon King and Queen. Her parents were killed in a coup, but because children are really precious to demons they couldn’t kill her.
Instead, they branded her as a criminal and exiled her, expecting her to die in the wilderness. The male demon with her was likely either an important servant to the family or even her bodyguard, and volunteered to be exiled with her.