Nearly didn't, they missed a lot of the signs. I made them obvious, like ominous mist and stuff, but some even missed THAT! But eventually they did notice and I got a lot of fights from it, it was pretty nice, although Yukari trying to kill me for it and destroying Reimu's shrine AGAIN after I had just rebuilt it was a bit uncalled for, I think.

Well, mostly. Of course, if a demon's out in the area of an incident, chances are that they'll be suspected. But the worst that happens is getting shot down in a spellcard duel. Otherwise they seem to get along fine.