After Dante attacked the black bulls base, and was defeated by Asta (you) and Yami, Asta was captured by Zenon.

later on.

You wake up in a room. It looks… actually quite nice. It looks tailored to you… your grimoire on a stand, very black and red themed… not to mention the fancy bed. You feel woozy… and light… But then… you hear a knocking on the door.