Etymologically speaking, 'ae' is normally pronounced 'ee' - thus making dae and de rhyme. I wish to avoid confusion and thus (were there yugoloths in my campaign) would call them yugoloths just because there's no better word IMHO.
"Aha! The daemons are about to ambush the evil demons, and outnumber them three to one! Do you assist them?"
"Sure, I walk up to the marilith and offer her my sword."
... see the confusion? You could say it 'day-mon' if you wanted, but that's just... wrong.
Plus, when written I sometimes use 'daemon' as a magical servitor with no planar ties. I don't know why.