They have a thunder god and a defrosted super-soldier on the team already (two, if Bucky's in the picture), but even so when the stories start coming in of the Devil of Hell's Kitchen at first they assume he's just a Batman type using demonic imagery to terrify the superstitious. And then they start looking into it more closely. This guy can navigate perfectly in pitch blackness, apparently detect lies, and maybe there are one or two dodgy incidents with holy symbols here and there which lead them to believe that, yeah, he's an actual demon. Alarmingly, it's about six months after they start working together before anyone figures out the truth.
Avengers believe Matt is a demon
Prompt: http://daredevilkink.dreamwidth.org/5006.html?thread=9787790#cmt9787790
Fill: http://daredevilkink.dreamwidth.org/5006.html?thread=10721422#cmt10721422