Unless stated otherwise, all information herein is taken from A Memory of Light, Chapter 37.
Bao the Wyld was a figure of prophecy from Shara. Demandred convinced a faction of the Sharans that he was Bao, though it is not clear if he manipulated the prophecies or actually fulfilled them. The Sharans refered to Demandred as their "Wyld", rather than as Demandred. The Sharan prophecies say that he will fight, but do not necessarily say he will survive. (AMoL, Ch. 41)