how does that demodex happen? And shouldn't her eye brows fall as well if she was infected with it?
I am not sure about the eyebrows.
Demodex is a mite. It is not contagious. It is only passed from the dam to the puppies while they are lactating. And most dogs have them and they do not cause any problems, unless, the immune system is weak or immature, and the pup/dog undergoes some stress.
Then they proliferate, the immune system cannot handle them and hair starts falling out. It is not, in itself, terribly itchy like sarcoptic mange (red mange) mites. But secondary infections can complicate it.
In puppies, you can just wait until it goes away on its own. Usually it is six weeks whether you treat it or not. Using mitoban baths will dry out the skin, and make the pup look worse before he will look better. A better course of action is to use some type of natural supplements to boost the immune system. Any kind of miticide/pesticide is likely to further impede the immune system, and steroids will give the mites a boost more than your puppy.
If it gets no worse, stays localized, I would leave it alone and mark the calendar. If it gets worse -- becomes generalized, then you might have treat it more aggressively.