I would think Mephisto either appeared as Zarathos, possessed Zarathos, or forced Zarathos to do this.
It had to come from Mephisto.
Zarathos is a lesser demon god Mephisto subjugated
Don't take life too seriously.
You'll never get out alive
-Elbert Hubbard

That's what I'm assuming, unless they eventually specify otherwise. I can't find the exact interview where he said it, but I've heard somewhere that the actor playing Robbie mentioned Mephisto by name shortly before the season started.