Lindo reveals that their grandfather was killed by devils and vampires using a curse because he was searching for the "Forbidden Grimoire".

Ritsuka is tricked by a mysterious blue-haired man, later revealed to be Roen (Cerberus), who is working for a different master entirely.

The episode focuses heavily on Ritsuka’s family history and the growing tension between the human and devil worlds:

Lindo’s protective nature takes a dark turn as he attempts to lock Ritsuka in the house for her safety, using holy water to keep the devil student council members away.

[Spoilers] Dance with Devils - Episode 4 [Discussion] : r/anime