At some point, either in Chapter 4 or 5 depending on how fast you have been, you will make the aquaintance of a grup of Hellknights through an audience, resulting in the quest called “Deal with the Devil”. Pick a side, either Linxia or Darven, and stick with it through the whole thing. A quick, useful note: Linxia will keep investigating no matter what you told her, causing some turmoil and resulting in kingdom stats loss. The quest will last longer if you give her permission to search for Darven, resulting in a bigger loss. Telling her to leave will make Darven show up earlier, and the kingdom will lose less points.
Credit to Starsong for their
guide.