I do not have a complete picture, but it seems like the Head Master had a very VERY long term plan that he was steadily moving towards. He had managed to complete many of his goals, the first of which was to attain complete mastery over the other Demon Masters. Then it was to create a series of devices that culminated in the Snow Queen. She was to be used to create something called "the Infinity Brain".

The next step is hard to entirely decipher as much of his work was in code, but it seemed like he wanted to use the Infinity Brain to create a filter that would allow Demons to passively gain magica like Humans do?

Why? To what end? To grow endlessly stronger? There is also something about "the worlds beyond our world" that he thought Demons could do something to called "terra reforming". 

I do not understand these goals, but he was inscrutable, possibly insane. 

-Notes by the Demon Master Bael