You should be careful with the term "demigod". Perseus is a demigod too, even though he doesn't have superhuman strength or invulnerability, nor any type of supernatural powers.
But to answer your question, Wonder Woman #183 (1969) by Mike Sekowsky is the first time where Hippolyta is the daughter of Ares. I don't know if any other writer ever mentioned this in the main title afterwards. And I don't think it says anything about the rest of the amazons.