I recorded a demo of a workshop made map but it will not play, does anyone else have this problem and is there a work around.

If you un-subscribed from the map, it has been deleted and therefore you cannot play the demo. A demo is literally a file which replays events recorded within the map.

Can you pack demos into a map to play as an ending sequence?

For an ending sequence you would need a Bink video, which you could make (indirectly) from a demo, or a point_viewcontrol entity.