Hisui no Hitomi

Thousands people get missing each year in Japan. 4% of them are those who devote their body and mind to Yema demon who returned to modern Japan as of late.
Main character is an exorcist who banishes Yema back to nothingness. He is on his way to next Yema location when he receives a call asking for help to rescue girls trapped in a Western-style building together with demons.

[From vndbreview]