Well as for joining the guild itself I had hoped I made that clear that while Shiba is a demon he has the same passion for justice that the majority of humans do, believing in gaining justice with one's own hand. If that wasn't enough he actually wanted to be in the minority because he considered the humans as the sun that could freely interact during the day but Shiba would be their blade in the dark if you catch my drift. No holy empire is without their unholy enforcers kind of mindset for him. 

As for subclass of demon you confused me because I saw the two main classes of demons, those that do evil by violence and those that just intelligence to instill depravity. The only shadow demon I have as a reference is sebas and he didn't seem to be a mage. I could be wrong of course since I've only seen the anime