It was after the Eye of the Midnight Sun's attack. And after the whole "Asta and Nero are the spawns of the devil' case.

He was your brother who you didn't really reunite with since you were an elf fighting him. And you didn't recognize him before thay during the Royal Knight's exam.

Back to the present, when you and the Black Bulls returned to the ruined hideout, Yami realized that his "pets" had run away. And it was your guys (not the captain himself) to get the pets back.

"I'm not really interested in that.."

Zora said from his resting place on a tree branch. Everyone ran off.