I get the sentiments of Medora's thoughts, no problems there, but often the way their phrased seems kind of clunky, not quite genuine. I've been trying to put my finger on what exactly is bugging me about this and so far haven't succeeded. Sorry. But throwing it out there, for what it's worth.
I think part of it is that you're spending so much time quoting her exact thoughts (the italicized bits). The idea that people actually think like that, of course, is completely artificial. It's a useful convention, but use it too often and I think it starts to fall apart a bit.
I especially think it's a problem when Medora goes into her monologue; that's where it really starts to feel artificial. (Also, when I see large blocks of italics my eye tends to automatically skip over the italicized bits; it's like some subliminal (and yes, erroneous, I realize that) cue that the next bit isn't important, or at least isn't as important, as the rest of the text. I don't know why I do this or if this is true for readers other than me. But I do have to fight to read large blocks of italics like this.) There's nothing inherently wrong with blocks of introspection in a story, of course. But I would avoid the internal monologue. When I do this I tend to keep my thoughts more general and maybe occasionally slide into the italicized "exact thoughts" technique instead of trying to mirror a person's exact thoughts. I don't think it's possible to mirror the human thought process in prose; it's too disjointed and complex.
Medora makes an offhand reference to a "psycopathic murderer". Be very, very careful with this word. It means a whole ton of different things (and, at least as it’s used in the modern world, doesn’t actually represent any break with sanity or reality, though of course not everyone knows that). Also, I don’t know precisely what time period you’re basing this story in. But to the best of my knowledge, the word didn’t originate until the late nineteenth century.
When referring to Haiden, you bounce back and forth between referring to him as Saff, and referring to him as Haiden--even when you're in his point of view.
It's interesting that you've done something this decisive to Haiden this early on. I'll look forward to seeing how that plays out in the later chapters.
Recovering Cynic commented on the cultures of your characters. I had a similar (though not identical) comment, which is that while it's cool that you're actively including characters from other cultures--and this may be important especially if you're building up to a clash between these cultures, as you seem to be--so far, unless I'm mistaken, your POV characters are all from one culture. (On the other hand, this may explain the difficult Cynic has had tdistinguishing between them.) More information about the two cultures will definitely be helpful later, if it's going to be a sticking point. So far--as far as my imperfect memory of this story allows--it hasn't been important enough to need more information (though details are fun. Shinies!).
Oh, and I actually assumed that Medora was Devidan and that her uncle and aunt were her adopted family.
I agree that the Demon Cloud was cool. I also wondered why the people under it didn't just move. I'm sure you can come up with an explanation for that if you haven't already, but you haven't presented the readers with one yet. (You don't need to do so right away. But you need to do so at some point.)
I thought that the carrying thing was out of character, too. I could buy it maybe if she'd said it in jest, but we have no indication that that's what actually happened.
I have nothing much to say, really, save "keep going". So keep going.