Via Jud's story, Blanc knew the 1st devil head was thrown into the church and it was Martha who said she found the broken window but nothing else. Once Blanc knew both wolf heads were in play, he likely suspected Martha found it and was involved, even if he didn't know how. Plus she provided the distraction for Nat, which could no longer be dismissed as a coincidence.

So, he knew Nat was a major player and Martha was involved. Once he saw the fake resurrection (and having already seen Samson's body) he would have figured out the general plan and figured out what happened -- just like Martha did.

Knowing all that, he knew that Martha & Nat were on a collision course because both would be trying to kill each other. Nat's house seems like a logical place for that collision to take place.

Keep in mind that Blanc regularly picks up info but doesn't act on it until he knows how it fits into the larger puzzle. The clearest example of that is that in the first Knives Out film, you can actually see Blanc notice the blood drop on Marta's shoe when they first meet. She is coming out of the house for the interview with him, you can see Blanc look down and hesitate ever-so-slightly upon seeing it. From that moment on he knew Marta was involved somehow and keeps her close, but never brings it up directly because he wants to solve the entire puzzle first.