There are a few places that do teach such courses outside of the mainstream. Try searching for programs in metaphysics and/or parapsychology. I did a quick online search for 'courses in demonology' and found a couple sites that proport to offer degrees but you might want to be sure that you investigate any courses you want to take before you do any registrations. Check if the school has alumni pages or other ways to follow up with people who have already taken the courses and see if they seem happy with the courses. It is also wise to confirm the education of the professors or sources of the course materials. Also bear in mind that very few (if any) formal educational institutions recognize these sorts of programs as legitimate, so any earned degree title is likely to also not be recognized officially.
If you are looking for degrees or titles that can be used and recognized professionally, your best bet is to go with a combined degree in psychology, sociology, and philosophy and then build a practice of personal study in demons, folklore, and religion within culture. That way you would have an officially (and professionally) recognized degree to call on as a foundation.
There is also one other option, although it's closed to most people. Believe it or not, the Papalcy does teach a course on Demonology, although these days it's a very small department, and is generally consided the laughingstock of the Church, because it's also the only department that deals with things like exorcism and the Abjuration Rites. Said department is not oft utilized these days because the Church kind of likes to gloss over some of the horrific things they used to do when it came to the issue of so-called demonic possessions of the time, which we now recognize where usually caused by things like mental disability, chemical imbalances, and mental disorders.
Tl;dr: The only well-known courses on Demonology is ill-respected, and considered out-of-date and obsolete.
Youd be better off signing up for some OTO temple style mentor ship. Im self taught (alongside beings that Ive now come to know the names of from the goetia) and I suspect theyve been here for a while, suggesting things that might interest me but also if an idea hath come to mind, to hold off on it so that other operations can be completed.
And what ever you do, let no one see, and suffer them not to know of your practice.
Ive found out the hard way that being way going and honest will just set you up to have your constitutional rights concerning religion and freedom of, and free exercise be trampled on with little support of defense considering everyone is basically either atheist or Christian.
So go look into some Rosicrucian even, and Thelemic temples to join and be active in if you feel lost and need physical guidance rather than feeling like you can soak it up like a sponge from spiritual influences or otherwise.