I don't think that is the case. We saw that his sister became a demon my touching a part of the white demon so I think that is the only way or else it would be mentioned in one way or another.
the reason for his dreams is probably guilt. Guilt because of killing demons, who are in his eyes still just people - he must believe that or else that will mean his sister isn't human as well. So in his eyes, he is a murder. And so part of his subconsensuses felt he deserve to be tortured like demons are, with those dreams, as punishment for killing/devouring each other. On top of that there is also guilt because of his sister since she became that way while he was supposed to watch her - if he would did so properly maybe she wouldn't. and probably being called a demon and seeing how they are treated by everybody makes all of that even stronger and harder for him. But he decided to bear it all for his sister sake.
but that is just my theory, I could be wrong ╮(￣▽￣)╭
i can't see any guilt on him i mean i think he blames the demon race well the end of the story confused me and the information is not enough still thank you for the explanation
So... Is he the one dreaming what the other demon's dreaming? I mean he's slowly becoming demon himself?