The blue skinned demon actually turned out to be a part of the city lord's household which was a big surprise. As for the men he was making the deal with, all of them were part of an organisation called "Three Nights". Alessia and the other ladies did not recognise this name so that meant this organisation was not really that famous.
But after learning a little bit more about this organisation, they suddenly found out that just a week or two before, Three Nights had become a part of the Cross of Ferocity. After suddenly becoming active, the Cross of Ferocity was forcefully taking over the other weaker criminal organisations and the Three Nights were a victim of that.