User blog comment:B214/Volume 23 discussion blog/@comment-76.175.162.45-20170409091630/@comment-120.188.65.68-20170409191455

Hmmm no, Issei was still a bit wary of Azazel at the end of Vol 4 and he began to open up in Vol 5. I think it's around Vol6 or 7 Issei was able to trust Azazel.