Have the demon stop terrorizing the city. You can explain the past actions as a show of force.
My question is why is the demon doing what it is doing? Balors are very intelligent monsters and would not bother with harassing a city without a good reason.
Isn't there a non-detection spell the evil wizard can cast?
Right now the plot is sounding like something between Lord of the Rings (Balor) and Krull. (Teleporting/Flying castle) Which means that the players can go on a ton of side quests to figure out where the castle will appear next.
The balor is doing it because he was enslaved by the wizard, not because he wants to.
So why is the wizard terrorizing the city, and how is he doing so?
I see now. The wizard is using wish as a plot device to control the balor who is bring bad things to the material plane since the cultist are not cooperating.
I don't know what you have planned, but making it impossible to get to the wizard inside his tower/HQ without ______ will keep the PC's away from certain death. It also puts the PC's on a path to obtain ______, giving them the chance to level up.
Does the wizard have a known goal other than controlling the city? I am asking because if he does the players may go after that to try to force his hand.
Sounds like it's time to kick the PCs out of town.
Your villain is in charge of the town and probably has a PR problem, what with killing rulers and the like. I don't know if he twirls his mustache in public or tries to keep a low profile on his evil side. But either way, it's time for him to blame the PCs for all the troubles he has been causing.
Have the wizard hire some bards (or force the Balor to summon in some Succubi and Incubi) to help turn public sentiment against the PCs. Have him make the local church believe they are actually behind all this.
A powerful enchanter can change people's minds pretty quick, so your PCs will try magic to undo the effects at first. When their dispels don't do anything (because the people have been persuaded the old-fashioned way) then their use of magic will seem like part of the PCs evil plot.
The church could be led to believe that the PCs dropped the foul castle there to drain the church's resources so it couldn't fight the evils of the PCs. The Big Bad Ruler can justify his actions by saying it was necessary to keep the PCs in check. That will work well if the PCs were friends or allies of some of the community leaders that were slain.
It sounds like your PCs depend on the church and others to help them in their quest. Strip them of some of those resources (in story form) and then you can have a few sessions of them fleeing town to find proof they are innocent or new allies to prove their innocence. Raising up a new support network will take a few levels, easy, and help them become more powerful in the process.
Easy to solve in so many ways...
Here is the first way that comes to mind for me.
Party used as wish to get the flying castle to town, so the 19th level lich most certainly can use a wish to move the castle 'somewhere else'. The 'somewhere else' should be such that the party has to find the location, then get to the location and then fight their way in. Lich has used spells to make a 'scry and fry' assault by the PCs nearly impossible to pull off, so teleporting in isn't going to work.
Or, as a variation of the first idea...
For the dramatic, actually, let them teleport into the castle, only to find that the lich and balor have left, the castle is full of summoned demons (that the party can handle) and the castle on a auto pilot course into the heart of a volcano, a hurricane, a planar rift or whatever hazard you can dream up. The party must act fast and either regain control or get the hell out of Dodge before the castle is destroyed, translocated or whatever. Party now must hunt the lich and balor anew.
A few thoughts. I have more if the above doesn't appeal to you.
Turning sentiment against the PCs sounds good, but I don't think it will work so well in my campaign. They're in really close with the temple and have already saved the city once. The evil wizard was a respected figure in the past, but he's shown his true colors recently and is ruling through fear more than love.
Black Moria, I love your last suggestion. That fits perfectly with the type of campaign I'm running. I think that's what I'm going to go with.
Pull a Lex Luther. Have the evil wizard gain a prominent place in the city's government. Make him the viceroy/adviser/city lord/(Disguised as the king) then turn the sentiment against the players.
I suggest having the PCs meet a powerful ally, have the ally show off that they're tougher than the whole party combined, and then leave.
Later, when they go after the Balor, they see it (far away) engaged in a battle. It's fighting against the uber ally PLUS an army of veterans, and slaughters them all like nothing.
OR
Go ahead and let them fight the Balor, but the demon is so amused by the weaklings that he toys with them. Destroys their favorite gear, uses a wand or staff, of divination or mind reading, to find out about their friends or families and then leaves to go level their homes ("I want to see the look on your faces when you see the broken charred bodies of your loves ones. What a gas!")... that kind of thing. Basically, if the group wants to be dumb, and tackle the impossible, turn the impossible foe into a sadistic torturer, instead of a mindless killing machine.
Contributor, RPG Superstar 2010 Top 16
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Have the BBEG crush them mercilessly, kill at least one or two of them, leave all of them unconscious, incapacitated (maze/ petrified/ paralyzed/ blinded), or dead. Take much of their gear, but leave just enough so one of them can rebuild/ resurrect/ etc. the rest of the group.
Then next time they confront the pair they will have a healthy respect for them and a cold, burning desire for revenge.
The tricky bit is defeating them without making it a TPK.
Balors can summon very powerful demons.
Have one or more of them fight the party (with enough warning that the party can prepare/escape) in a 1 encounter (CR+3 or more) day.
Then make certain the party/players know that they just fought an underling, outside its lair, with no enemy backup.
They'll put 1+1+1 together to realize they can't take on the Balor (who can pump out the same enemy set in one round), much less Balor + BBEG + minions in castle + preparations/traps in castle.
Or at least they should be able to see that, given their levels.
Also, what are they supposed to do if not stop the obvious foe?
If there isn't another obvious course of action, what should they be doing?
Has your campaign been freeform enough for them to know to gather allies/resources/power/knowledge? Or have they been led to here in a fairly straight path (and now need another DM granted path to take)?
(Cool story, BTW)