Given that Toby granted wealth to those who summoned him, and that he is one of the Seven Lords of Hell, it can be concluded that Toby's true name is Mammon, the Demon of Greed.
The cult leaving the tapes of Kristi and Katie's childhood on the house of the family in Ghost Dimension along with a special camera that allows them to actually see the demon seems to make no sense at first. But as the movie progresses it becomes apparent that by providing them the with the means to confirm the demon's existence far easier and sooner than previous protagonists in the series, they make sure that the family devotes its full attention to the demon and become terrified of it... two things that will make it stronger a lot faster that in the previous movies.
"You always said you wanted a son." Not a line that would immediately freak you out...
As with most movies and TV shows, the main characters have inexplicably big, beautiful, lavishly decorated houses. Hell, Katie and Micah's is three bedrooms, all three fully furnished. Then you realize that's a cut of nana's demon money.
The fourth film shows that it's still possessing her and has raised at least one child (Robbie) within the demon's influence. One can only wonder why?
If the movie is any indication, one theory could be that the demon is amassing some kind of possessed army to take over or bring about the end. Which makes the simplistic nature of the franchise itself even more disturbing. The Marked Ones pretty much confirms this as at least one of Toby's goals.
In the third film, Julie still doesn't believe her family's claims about Toby and refuses to let them go to Lois' house. Toby then takes the opportunity to finally make Julie a believer by levitating the contents of the kitchen and then bringing them crashing down in front of her. Why does it do this? Because it wants the family to leave and seek refuge at Lois' - after all, they have no way of knowing that this curse will follow them, and Lois is a witch and has plans to help give Toby what he wants.
The dinosaur footprints in Wyatt's room in the fourth one look suspiciously like the demon footprints from the first one.
Why would the cult give up the real Hunter for adoption and have him raised by a normal family? Because the demon wants an innocent child as a sacrifice, and if he had been raised by the cult, like Robbie, he wouldn't have fit the bill. Makes you wonder about where your own adopted child came from...
Crossing with Fridge Brilliance sort of, the implication of PA Latino spin-off sounds rather dumb. Until you see in PA4 that there are Spanish newspaper clippings in Demon!Katie's house covering the window, which makes one wonder what the demon could've been up to in a Spanish-speaking country. Especially combined with The Stinger.
There's also Ben mentioning going to Mexico. Probably not totally significant but maybe there's more to it than we think.
In the third movie, there's an unusually high number of detailed books on the occult available to the characters. Which actually makes sense given a coven of witches have been operating nearby for a demon that feeds on fear. Some books were no doubt picked up from Estate sales and/or kids donating Grandma's effects after she died. Others were probably seeded by the coven to increase awareness of the demon and thus feed it through fear.
Also in the third film, Why does Lois let Toby kill her daughter? The answer is actually caught on the video recorder. During a conversation between Lois and Julie, Lois makes clear that she doesn't approve of Dennis, and preferred her daughter date someone with money, she also pushes for Julie to have more children, a son to be exact. When Julie defends Dennis and more importantly, refused to have anymore children, Lois decided then and there to sacrifice her to Toby as she outlived her usefulness and began focusing on her granddaughters.
When Katie says that Wyatt looks "just like his mother". When it's revealed who is actually Wyatt's mother...
The true Fridge Horror of this series comes when you realize that everything you see that seems scary (doors opening, demon footprints, etc.) only occur because the demons wants them to be seen. Does he need to open a door to move into a room? No, but he feeds on the negative energy of fear. Hell, it could even be influencing these people to film it just so it could scare them even more.
It didn't hit me until a few days after I watched The Marked Ones, but you remember that both Oscar and Jesse are both adopted, like Wyatt, albeit firstborns, right? They might not be the exact same situation, but this means that it's widespread enough that there's a standard procedure with this sort of thing.
In The Marked Ones, there are newspaper articles from all over the world detailing mysterious disappearances and deaths linked with the coven. This coven must be huge.
In Ghost Dimension the Priest says that if they leave the house, Toby would likely follow them. The ending indicates that he was probably wrong. Toby was trying to teleport their daughter back in time within that house, moving to another place would, at minimum, have made this more difficult.
During the family's research in The Ghost Dimension, they come across a passage that details the coven's plan to give corporeal form to the seven lords of Hell, of which Toby is one. There are six other demons out there that the coven is very likely going to attempt to bring to Earth in the near future.
The moment of switching protagonists in The Marked Ones. Jesse brings his camera down into a haunted area. He gets attacked, and drops the camera. Then we cut to the others, and Jesse's possessed. So... how did the camera get back? (Of course, one could apply this to Found Footage horror films, period: "How did we get this footage?" But this is a question of how the characters got the camera back....)