They reference Elturel repeatedly
Yes, but in the meantime you don't treat them as devils. There's no explanation as to why you're saving them, TALKING to them, not freaking out about them. Players need an immediate explanation when you encounter a Tiefling for the first time.
The problem is compounded because this first group of Tieflings DID come from hell. They know about it, they've been there... but they AREN'T devils? What's going on? I'm so confused... (you get the idea)
The first Tieflings I encountered was when freeing Lae'zel to add her to the party. It totally looks like she was captured by devils from hell. Have her misunderstand what they are, then the PC or Shadowheart could explain that they aren't what they seem, you simpleton! Give that encounter some depth and use it to teach the player what's going on.