No, his internal dialogue keeps going, but not quite as heavy. The point is to remind readers he's actually a normal guy doing Demon King play and not actually an asshole. And yes, he keeps pretending to be a Demon King throughout the series so far.
As for the girls, it takes a bit of time, but Rem and Shera perceive that despite his evil talk, he's a good guy deep down and are no longer afraid of him. The whole thing about them being slave and master eventually fades away and the three of them don't even care anymore. Rem and Shera even befriend each other and have a low-key rivalry over Diablo's affections. I can't remember when the master-slave thing ends, but I know it wasn't too long. Gotta remember that his Demon King play and his real personality are at odds. While WE know what he's like, he frightens or pisses everyone else off because he's so aggressive; the opposite off a "beta cuck." (There's no such thing as alpha/beta in humanity, by the way. It's just primal terms used by those insecure in who they are to justify their behavior. It's as worthless as using the stars of the zodiac to find your soulmate).