We establish a theoretical method which goes beyond the weak-coupling and Markovian approximations while remaining intuitive, using a quantum master equation in a larger Hilbert space. The method is applicable to all impurity Hamiltonians tunnel coupled to one (or multiple) baths of free fermions. The accuracy of the method is in principle not limited by the system-bath coupling strength, but rather by the shape of the spectral density and it is especially suited to study situations far away from the wide-band limit. In analogy to the bosonic case, we call it the fermionic reaction coordinate mapping. As an application, we consider a thermoelectric device made of two Coulomb-coupled quantum dots. We pay particular attention to the regime where this device operates as an autonomous Maxwell demon shoveling electrons against the voltage bias thanks to information. Contrary to previous studies, we do not rely on a Markovian weak-coupling description. Our numerical findings reveal that in the regime of strong coupling and non-Markovianity, the Maxwell demon is often doomed to disappear except in a narrow parameter regime of small power output.