I Sleepwalked to the Edge of the Universe and Ran into My Archenemy

A Book I Read Years Ago, Looking for the Title

The protagonist is a Red Dust Immortal who trains in different worlds. The female lead has many clones, and a female demon travels with them. I've forgotten the rest of the plot... I think there's also a part where the protagonist arrives in a world of beautiful snake-bodied women and sleeps with their ancestor.