He is probably hallucinating, like he does most of the time, but he could swear he heard the golden-haired man introduce himself as Lucifer. If that is so, then Subaru needs to answer well. Even though it is highly unlikely, there is no fault in being cautious. Regardless of what he believes in, Subaru knows where he is, wherever he is. He exhales the smoke from his mouth with a snort, "Hell," he looks away from Lucifer, "anywhere is Hell."

Then gazing at the two of them intensely, Subaru repeats his question, "who are you?" If they know him, it would at least make him feel less intimidated if he knows who they are as well. "You didn't answer my question."