Anderson is right to point out that reduction is easier than construction. I deny him the implication that construction is fundamentally impossible, only that it is out of reach of current human knowledge.
Nothing prevents a Demon from starting with first principles of natural laws and matter, sitting and pondering for infinity, and writing a treatise on any number of emergent phenomena, say: realpolitik between countries made up of parties made up of people made up of organic matter made up of atoms made up of...
We know this must be possible because it must have happened at least once, in the mind of the demon we call reality.
I get the distinction you're making between in-principle and in-practice, but this is an accident of our capabilities. Any gaps between the sciences is due to our ignorance. Sadly it seems human scientists desire to claim their corner of science is strong, independent and just as "fundamental" as any other's, and like playing up these gaps in our knowledge. I don't understand this desire to draw permanent boundaries based on arbitrary human limitations, and so quickly declare non-overlapping magesteria.
If it's a matter of the framing that makes you sombre, consider the alternative where being a finite observer with the capacity for self-reflection such as ourselves is put in a situation where we can navigate alternative descriptions of reality, never having to terminate with a final explanation, yet always growing in personal understanding... this is what your Demon would actually be doing, for if it were as powerful as you imply, it would not be a scientist at all. It would simply be reality, with these observers the lesser of it.
"More is Different: Broken symmetry and the hierarchical nature of science" http://robotics.cs.tamu.edu/dshell/cs689/papers/anderson72mo...
Science divides into different disciplines precisely because the units and laws of one model do not close over the phenomena of another.