My guess would be that he worships Gargauth, as the clip showed us, the alliance is a shaky one. He's Lawful Evil but Gargauth focuses on corruption and betrayal instead of tyranny. Of course Asmodeus is also a possibility.
He might be a knight of the shield
https://forgottenrealms.fandom.com/wiki/Knights_of_the_ShieldWhich would explain his rise to power. In decent to avernus the party could choose to take the shield to hell with them and doing so would free Garauth from his prison. Looks like Larian chose that ending.