So I wanted to have your opinion. I will first take 3 levels on the monk and take the way of shadow.  These levels will grant me Shadow Arts ability so I can cast the Darkness spell once for short rest. Then I will take 3 levels on Ranger and take Gloom Stalker. These levels will grant me, Favored Enemy which is fiends for me, deft explorer(cool skills like survival and languages like deep speech and abyssal) and the most critical part is blind fighting which gives the option to fight in darkness spell efficiently. And my favorite part comes with the gloom stalker. Dread Ambusher is awesome but the better part is Umbral Sight which gives you complete invisibility in darkness. So with this combo now you can create darkness once per short rest and be invisible in it. After that point, you can take levels in monk which gives you the option to teleport between shadows and darkness (which is the coolest move that I saw) and the option to take half damage from spells with evasion! (You need to see for teleport but darkness spell makes you stop but don't worry you can take the new Eldritch Adept feat and take devil's sight!)

So about the demon hunter concept think about it. You can take haunted one background and create a character that has a demon inside of him. After that character joined a temple to learn how to control himself. At some point, he learns that the shadow temple is creating assassins for money and leaves the temple. You can create him as a character whose life is ruined by the demon inside of him and because of that, he starts to hunt them down! But there is one problem he needs to be the monster in shadows for hunting monsters inside shadows!

Any idea or suggestions for improvement is appreciated :) I hope you like the concept :)

It would be MAD as all get out, but throw a few levels of Warlock in there as well - great story synergy (the demon inside is his patron? he's using the demon's powers against them?), Devil's sight, a few handy spells... 

I thought about this but for rp it is lowering the power level lot :/ And fighting is one of the best part of this concept I think :D

I don't know - I could see hexblade really adding to this. Maybe he finds a way to get the demon a new home - his hex-weapon. Demons don't really have an agenda - they are happy to see the world burn, no matter who or what they are killing. Being bound into a weapon might be just the ticket...

It is a cool concept. Really flavorful. In practice, I'm not as sure. A couple hiccups I see could be that blind fighting only has a range of 10 feet, where your darkness will be 30 feet across so you still need to be pretty close to your enemy before it can work, or you won't be able to see where they are in the darkness to get close enough for blind fighting to be useful. A lot of devils (I realize you said demon hunter, so maybe this won't matter, but devils are still a fiend type) actually have devils sight naturally, so you won't be bothering them. A lot of other fiends have dispel magic as an innate ability, so it will work for you for a round, but then they'll just turn it off -- though I guess it will be good to have them spending their round doing that instead of attacking. And most important is that you will, presumably, be in a party. So if you want to solo this demon in the dark, that's fine, but no one else will be able to come help you. It seems like its putting a lot of resources (in terms of levels and ki points) into pulling off a single trick that, depending on the campaign, will be pretty situational. 

One alternative path is to replace the monk with hexblade entirely. Warlock also gives you access to Darkness and teleportation via Misty Step, and you can pick up Devil's Sight on the way. If you only go 3-4 levels into Ranger, you really only need 14 DEX and 13 WIS and can otherwise focus on CHA. Warlock features and spells pretty much have "powered by a demon" written all over them in the first place. It does lose the at-will teleporting of Shadow Monk, but features like that can end up to be kind of a pain. It can be very tedious to figure out where every little spot of dim light and darkness might be in each combat.

That's me though. I'm sure the monk/ranger could be a lot of fun as well!

That's very cool but for stats its not easy you need to have high charisma cons and wisdom at the same time and at list 14 dex :/

I'm thinking I might swipe this character concept... I'm really kinda digging it.

Quote from HunterOwl341 >>

That's very cool but for stats its not easy you need to have high charisma cons and wisdom at the same time and at list 14 dex :/

 It's not that bad. Something like a Tabaxi can start with 14DEX, 14CON, 13WIS, and 16CHA with Standard Array or Point Buy. A race like Half-elf could do even better. And you can take +stat for your ASI since you won't need Eldritch Adept. One more ASI after that and you're done since you ever need to boost from there is CHA. Meanwhile a monk typically wants to max both DEX and WIS.

I have something similar, with ranger 6, rogue 5, and monk 9, using gloomstalker, scout, and way of shadow respectively. Add in an orb of the veil, for extra darkvision and the flame extinguish, as well as drow, for even more darkvision and darkness, which can be used to extinguish magic fire, and you have an awesome shadow stalker. 

What I love about shadow monk is how much conventional build wisdom you can discard. As a Monk/Gloomstalker/Warlock, you're commiting to a playstyle where you'll always be in Darkness, so it really doesn't matter what your stats look like when you aren't. You don't need max AC, because you're always invisible. You don't need max to-hit, because you're always attacking with advantage. You don't need good HP, because you'll rarely be waiting for someone to punch you, and again, invisible. You don't even need a high stealth score, because you can give your party Pass Without Trace wheen needed. The only real limitation to where you can be and what you can do is enemies throwing around high level Daylight or Antimagic Field or True Seeing spells, which enemies are unlikely to do. 

It's a very liberating playstyle, all in all. Playing as a 20 CHA shadow monk with Agonizing Blast and Devil's Sight can be shockingly effective, but even playing it "safe" with 20 Dex and regular monk stuff, it's very hard to find an encounter that you aren't the perfect swiss army knife for.