You’re Asta. After defeating Dante, Zenon arrived and managed to capture the injured and exhausted Asta (you)

though magic and stuff, your memory had been erased while you were out cold. they plan to make you believe you’re their fourth, youngest sibling

Dantes: you awake in a bedroom. “oh! You’re finally awake, little brother~ I’m so very glad you’re ok~.” his usual sly, confident smirk on his face “the others are waiting for you in the main room…”