User blog comment:B214/Question and Answers/@comment-50.11.177.49-20131006215348/@comment-6977593-20131006223736

It explains it in depth in the first part of Volume 15 which you should have encountered if you read it through thouroughly.

——Euclid Lucifugus.

'''He was the mastermind behind the assault the other day. ……Lucifugus. Yeah, he’s someone related to Grayfia-san. What’s shocking is that he’s her actual brother. '''

'''……The higher-ups of the Devil’s side are in a stir due to his appearance. '''

'''After all, there’s someone else besides Grayfia-san who is a survivor from the House of Lucifugus that directly served the former Lucifer. '''

'''I heard that Grayfia-san is currently being asked questions. ……It’s regarding about how Euclid is alive. So that must mean that the higher-ups are suspicious of Grayfia-san and thinks that she lied about his death. '''

'''……There’s no way that Sirzechs-sama will doubt Grayfia-san, however the higher-ups are different. They must be feeling uneasy so that’s why they are questioning Grayfia-san. '''

'''Especially, cases regarding “Lucifer” are treated as a totally different story in the Underworld, regardless of the “Old” or the “New” one. '''

'''Yeah, for example like Vali who is a descendant of the former Lucifer and who is the Hakuryuukou. And the current Lucifer, Sirzechs-sama, who is said to be the strongest being in the Underworld. '''

'''If the survivor from the House of Lucifugus besides Grayfia-san that was the closest to the former Lucifer still exists, and he happens to be a member of the terrorist group “Khaos Brigade” on top of that, then I can only say that it’s natural for the higher-ups to start panicking about it. '''