i believe it shows the missile icon, correct? the way we played it, the demon is immune to any attack with that same icon.
The Drain Energy and Chain Lightning cards show the icon, but the Fire Demon card does not have the missile icon, only the "Unaffected by Fireball and missile shots" text. That's where the ambiguity lies - if it said "Unaffected by (fireball icon) and (missile icon) shots, then there would be less wiggle room for interpretation. Or maybe that's just me.