Wait, wasn't Shayuu created by the Demon Lord?

Well he did say it was his parts, so Papa put the demon lord’s parts together with some other stuff.

No, shayuu is basically a genetically engineered person using the demon lord as base (fight fire with fire kind of thought), so that's why the demon lord considers her his daughter, and Dr sugoigoi, as the creator is also her parent. Also, remember that because she was made in a lab she is 5 years old iirc