Clearly related to the verb keu/qw (kappa 1435) "hide" (cf. peu/qomai "ask" > peuqh/n "spy"), but the word is not attested in literature.
The word does appear, in the singular, in ps.-Zonaras and the Etymologicum Magnum s.v. puqmh/n, attributed to Theognostus, as an attempt to derive puqmh/n ("bottom") from keu/qw: keu/qw > keuqh/n > kuqh/n > puqmh/n. But that does not explain the demonic association, and may well be a coincidence.
Karl Olzscha (cited in Mayani 1970:380) attempted to link the keuqh=nes (and Keuthonymos of kappa 1439) to the Etruscan deity Keu; Mayani was less than convinced.