There's no timeframe reference except that Anders talks as if the memory is fresh.
His band likely formed after his conversion and probably are from around Elturgard, which isn't surprising given Zariel's connection to the city of Elturel.
As a paladin of Tyr midway between Elturel and Baldur's Gate, he was most likely an Elturgard Companion Knight and converted either before the city's descent or, holding a grudge, converted in Avernus itself, maybe even directly in Zariel's presence. If the latter, he's been fallen mere days or weeks.
And during Elturel's descent could have been where and when his band of mortal Zalielites was formed.
Devils have extreme difficulty plane-shifting to mortal realm, so the group probably came back within the city of Elturel when heroes saved it. Zariel has some foresight (in the adventure there is a possibility of her giving the city up in exchange for a better bargain), so maybe she instructed them to enter the city to return with it as her mortal agents?
