I think the Forsaken males entertained Shaitan, but the Forsaken that stood highest in it's estimation were Lanfear, Graendal and Semirhage. At the end of the day, I don't think the Dark One really cares about any of them, but Moridin is more useful as a tool than Demandred ever could be - strength in the Power and skills in military tactics, strategy and survival are not that useful after Tarmon Gaidon or during phases of the lead-in to that Battle. I don't think the Dark One thought Semirhage would be balefired by Rand; it's thought process can't comprehend how someone would use the True Power and then refuse to be tempted by it. It took a risk with her and probably regrets that things played out the way they did for little gain.

Back to the original point, Demandred just isn't useful enough to be a Nae'blis. It's all well and good to have a perfect plan, but the issue is always one of execution - what good is a perfect plan that you painstakingly set up if your competitors use a string of good plans to rack up a much more hefty list of victories? That has always been Demandreds' weakness - he wants recognition for his brilliance. Needing others to acknowledge your capabilities is a pretty glaring weakness, and probably why he's not doing better in the 3rd Age than the others - he's staking everything on his master plan and if it plays out right, I'm not sure if he would be content with an eternity of the Dark One acknowledging his brilliance. I doubt the Dark One has patience for this, either.