This scene took not long after the Demon & Orc Lord left Nyotengu's & Rachel's corpse in Demon & Hunter. The super human sex slave that were locked in the dungeon underground now free since the curse that bind them had vanished along with the death of their master, Nyotengu. These superhuman sex slave were used for the cult's sex ritual & also as the algojo for executing the maiden offering for the summoning ritual.
Full story novel here https://www.pixiv.net/novel/show.php?id=16233784