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I believe that it would default to play, because it is an add-to-battle, which is not defined the same as a band. Band can target hand or play by default, but add-to-battle must specify if the card is out of play (like with certain Magicians, who refer to the actual card you put in hand off their ability). So you should not be able to put a demon from hand into battle off of GoH.
For some reason, I thought we had given "add to battle" its own entry in the REG, but I guess not. I personally think that any ability that adds characters to battle should be able to target characters in your hand (unless otherwise specified) to be consistent with band and choose opponent abilities. This should definitely be formalized one way or the other though, as I have often used Gates to add from hand as I thought that was already the case.