In this scene he's currently being held in Hell. He knows he will be tortured until he releases the spirit he's captured. This happens during the moments between his capture and when the torture begins:
The flashbacks stopped for a moment before a riot of sensory stimulation started. He couldn’t make anything out the cacophony of colors, shapes, sounds and smells. When he thought he would go even madder than he already felt, it stopped.
He felt like he’d been stabbed straight through the heart when the visions began once again. This time it was his wife. His daughter. Tears slipped down his cheeks leaving cool tracks as they crept toward the floor. Then he realized it wasn’t the past again. They were older than that last time he saw them. And happier. He tried to reach for them only to be stopped by the chains. They smiled and gestured to him. Asking him to join them. Welcoming him in.
It was more than he could take. He collapsed, completely surrendering his weight to the chains uncaring that they would tighten to the point of destroying his limbs. The vision, and he had to work to remember it was a vision and not reality, cut deeper than anything ever had. It was everything he wanted, needed. And it wasn’t real.
“But it can be.”
He opened his eyes to meet the glimmering burnt orange eyes of the demon before him.
“Nybbas commands visions. Dreams. Things that may yet be.”
“How do I get them back?”
“Nybbas knows where they are.”
“Take me to them.”
“Swear to take Nybbas with when you leave.”
He took a deep breath. Another oath. If he swore he knew he wouldn’t be able to break it. Not without screwing everything up that he’d worked so hard to accomplish.
“I swear I will do everything I can to take you passed the Gates of Hell.”
He hoped the little demon would accept his oath as it left him some room to maneuver without having to set the demon loose on Earth. He just prayed the risk he was taking wasn’t too great.
The demon studied him for several tense minutes. Hints of shrewdness peeked out of those dark rust colored eyes. Just when he was about to give in to what he knew Nybbas really wanted, Nybbas nodded.
“Is good. Wait. Will come for you when time is right.”
With that Nybbas disappeared. He had just evaporated like water through the Gate of Hell.