I remember reading a manga where a kid wakes up inside of a game he used to play. He is a black-haired kid around the age of 13. He finds one of the characters standing by him, a female elf. I think He is considered a Demon Lord. A chapter later, a group of starving elves finds him, in their point of view, his face is a black smoke/scribble but they can see his body. They beg for help so he makes food out of thin air to feed their village. The first few chapters I've read, they were in the forest.
I believe you are looking for Isekai Apocalypse MYNOGHRA ~The Conquest of the World Starts With the Civilization of Ruin~
The main character is a black haired boy, named Ira Takuto. He wakes up in a forest in a new world after his death and sees Atou, a female elf hero from a game he played. At the end of the first chapter/beginning of the second, they are found by a group of dark elves who can only see Ira as a blurry, shadowy outline. After the dark elves tell the two about their problems, Ira uses some of his mana to create food for them.
There are some minor differences with the question:
- Atou tells Ira that this is not the game world she is familiar with, so this isn't the world of the game.
- Ira is called an "Evil Being" rather than specifically a "Demon Lord", at least in the translation I found.