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Natalia flew down to capture Belphegor after he was hit strongly by Brutus. His entire skull was shattered into pieces and his soul was sliced in half; anyone would think he would die soon. Belphegor himself had gone through a lot of pain, and his own mind began to slowly fade away.
The memories he had of his master and creator, Ainz, the Lich that created Chaos out of his own bones, the corpses of a vampire and a dragon, and the bones of his wife who had turned into a ghost, he remembered his two masters very well.
He remembered the first time he was summoned. His soul was just created in that time, yet he possessed intelligence and experience somehow, and was able to see the world how it was, he was able to experience things around him, and he could see things well. He saw the environment, colors, and people.