Looking for feedback on my demon lord of shadows.

First, There needs to be a stat that the players in the party can exploit, makes for a more engaging encounter. 

Shadow step needs to be a bonus action, somewhat similar to misty step. 

Multiattack should not include innate spellcasting in addition to five attacks, in fact, I would make it 4 attacks. 

Parry looks good, but make it 4 AC bonus. 

Specify how many legendary actions it can take. (Typically 3)

I wouldn't have CON proficient as a saving throw, rather intelligence. 

Challenge rating 23, or 24 with a lair. 

If you do these changes, I would do 4 legendary resistances.

Make sure to not make any creature too overpowered, or players won't enjoy the experience :)