The last possession is so ghastly, it defies the power of mere words to describe.
Even worse since the possessed in this case is a kid.
The idea of being a Demon Knight, period. Besides getting the markings of an ancient amulet burned into your hand, you are now in possession of an item that can very well determine the fate of the universe, plus you'll be hunted down by demons who will not stop until they get what they are after.
Not only that, but the markings form a circle, and once they do so, it signals the current Knight's Last Stand, at the end of it, the Knight will die. Basically, the markings are just one great countdown towards your death. The idea that the key grants the Knight an extended lifespan, while it sounds great on paper, if you are marked as a Knight, you have to be constantly on the run from the demons.
Just the demons themselves. While they don't look like much, being skinny and ugly things, they are super-strong and nigh-invunerable. Wally pops one with several headshots, and it just laughs at him until he nails it in the eyes, their only actual weak point. And even then, you gotta move out immediately because a dying demon will fire Eye Beams at you. Wally isn't quick enough and dies from getting hit.
One thing to note: The skinny demons are low-level demons, and The Collector is implied to be mid-level at best, seeing as another one pops up a day or two after The Collector dies. Meaning there are demons much more powerful than The Collector. The fact Brayker states that the darkness before there was light was filled with demonic creatures and the only thing God could do to keep them at bay was scattering their seven keys (six of which have already been retrieved by the time the movie is set in) squarely puts this premise in Cosmic Horror Story territory.
As mentioned above, the Knight's purpose is to guard the key. Of the seven total keys, the demons are in possession of SIX of them, meaning that if they get their hands on the final one, they ultimately win. Keeping that in mind, all of the movie, anytime the key is out of Brayker's reach, is something of a horrifying moment in that knowledge.
What's especially scary, and totally cements Roach's status as a terrible piece of crap, is that the dumbass willingly steals the key and tries to trade it to the Collector in exchange for his survival. While the moron is brutally killed a moment later, the demons could have won then and there had the Collector not pursued the others to kill them.
