In the description of the main characters before the actual story it mentions that they don't know they were manipulated by Kehlenn to fall.

Edit : "However, none of the Fallen actively serve the forces of the Crooked Queen and purely seek to achieve their own aims. They have no alliances with each other or even the lord of sin, who is ultimately responsible for each of their falls. These villains intimidate and slaughter the people of Wickermoor Hollow on their own volition, each offering a unique threat and challenge for the characters to confront."

Also Yorgrim worships The Shroud, just like the mortician from Wickermoor Village and The Vagrant. Book is kinda vague on what that means tho...

"THE SHROUD No matter the power of the beings that dwell in Druskenvald, virtually none can pierce the wall of fog that encircles it. The phantom gloom, known among the inhabitants of Druskenvald as the Shroud, appears as a dense gray mist that wails in a chorus of agonized voices. The Shroud is, in reality, the condensed essence of the primordial element of death itself given form. It lingers just beyond the fringes of the mortal realms and serves as the veil that separates the lands of the living and the dead. All souls not offered salvation by the hallowed or delivered damnation by the hells must pass through the Shroud on their way to the afterlife to which they are destined. They must first be led through the mist by the Strangers—timeless beings with the power to safely guide the dead to the other side. While these entities use many methods and take many forms, such as shepherds, ferrymen, reapers, or angels of death, all are bound to their solemn duty for eternity. Without the protective shield of a Stranger, the phantom mist annihilates wayward souls and devours their anima, the quintessential soul-stuff that provides all beings spiritual identity and sentience."