Diablo and the others are locked up in the sanctuary by Vishos and kept apart from Lumachina.
Meanwhile, Horn managed to escape, but she's torn between her desire to flee all by herself and her desire to help her friends. That's when Babalon, the Level Up Goddess that resides within the Holy Grail, appears before Horn.
Th-Th-They're in the Great 
Cathedral's confession chamber.
D-D-Die sind in der
Beichtkammer des Haupttempels.
Están en las cámaras de confesión
de la Gran Catedral.
Están en las cámaras de confesión
de la Gran Catedral.
Dans les geôles de la cathédrale.
S-Si trovano nel confessionale della Cattedrale.
E-Eles estão na câmara de confissão,
na Grande Catedral!
Н-н-ну, конечно же,
в казематах собора!