Well, since the blue-haired demon can grant wishes like "immortality," she can be used for a whole bunch of magical shenanigans.
She is practically a "one wish genie" !
Personally, I think a very interesting wish would be to make Anna 20 years younger.
I'd love to see what she looked like when she was young, it would be an interesting scene, and it could lead to an almost immediate new ending (since I don't think you'll want to do a young version of Anna for all the outfits and all the scenes in the game) where you run away together as young lovers.
The second option (which does not automatically exclude the first option, since now it could be something like one-hour transformation) would be to force the demon into service. Boss battle (the demon will be MUCH tougher than anything in the gate and the fight will be MUCH longer) and if you win, you will be able to subjugate the demon to your will (Fuck her into submission). After that, we could trap weakened demon in a ring or perhaps a medallion (which we bought in advance, for very expensive money in the master's shop) and that would allow us to call the demon at any time. Not (only) for sex, but for various smaller temporary wishes, which will mainly include some special sex scenes with various characters. Perhaps it could be limited to one small wish a day, as her power needs to be recharged.
Age regression, age progression, shrinking, enlarging, cloning, breast expansion, mind control, futanari?
When you have magic, the only limit is your imagination!
Like I said, it would open the door to a lot of interesting scenes with different characters.