The footage of film is shown to be the result of one or more video cameras used by the protagonists and it is clearly edited together. Since (SPOILER) all of the protagonists die by the end of the film, who is editing all of the footage together?
Minor Plot Hole
Even though many of the events of the film would result in law enforcement being called, this doesn't seem to occur.
Why would an all-powerful demon bother to "hint" at its intentions? Since this serves no useful purpose other than to drive the plot, what would be the use of doing this?