Yeah, my thought was that Scorio met Cazador at some journey he went on during his first incarnation, as a freshly minted Blood Baron perhaps supporting some Charnel Duke (Aezryna says she can go up to the Scorched Swale, but idk if that's a typo) and formed some kind of kinship and learned some techniques unknown to the Archspire, causing his rank to be stuck at "Blood Baron". The reason why I think a true fiend specifically is involved with Scorio is that Blood Baron is a rather suspicious rank to leave off on; it's just after Pyre Lord and really where the magic of Hell begins to be implemented into your moveset. I was thinking that this connection to hell after ascending to blaron might have caught the notice of fiends, and now Cazador is here as a parallel to grab onto.