@Bukubuku I read the WN as well and i quite agree God's Play theory and think he's too dense for a lucid theory. There has been no reason to support my thoughts, but I wonder if there was an interaction between death and rebirth with some sort of explanation.
Problem: is that in the first chapter of the WN he becomes fully aware when he is a "couple of months" old. Quite unlikely that he encountered a god a didn't mention it, but quite possible he doesn't recall such a thing that happened.
His bullshit about the Order of Diablos itself can be considered a fluke, but it was stated that he was prepping the story prior to meeting Alpha.
The reason for it to be considered a fluke would be that Diablos was a well known 1000 year fairy tale or along those lines.
It is well known about the demon possession curse I believe, but not the reason (The Heroes were cursed).
It was also well known to him the rumors of the possessed, being taken/purchased by the church to be "purified" or potentially being killed.
The last piece might be that he managed to cure something thought to be un-curable.
Throw in his lust for shadow organizations and whatever database of knowledge he has on the subject as a life-long fan.
We got a giant demon from a fairy tale who is thought to be dead.
Throw in the demon revival trope and the cults that typically precede it.
Throw in the "un-curable" curse and a religious entity who is known to take possession of the cursed.
You might see why it might not be terribly difficult to develop some basic backstory for the cult.
Everything passed what is not mentioned by his subordinates or talkative enemies who think he knows something?
Ya no. He's a dense brick with luck, but no brains to back it up with enough 8th grade syndrome to mask that he's an idiot.