Well, I have to say we tried keeping CA & African cichlids in a tank a long time ago & it didn't work at all. Their body language is almost opposite. The head shake of CAs says "hey baby, lets breed" but that says to African cichlids "I want to kill you, get away, NOW!!"
That's not counting the Africans smaller size when this happened, they were stronger & way more aggressive! This is NOT workable stocking option long term, it will only get worse...I'm sorry.
Convicts are small aggressive breeding machines. I never tried to keep them with Dempseys but it doesn't seem like a good combo...