When did Arthur learn... [spoiler for final season]

When did Arthur learn that Lilith killed his parents? Or that his parents were followers of hers? I feel like I missed something. He asks her directly why she killed them and such, but I don't remember him ever learning anything about them even being involved with her before talking to her. How did he know what happened to them in the first place? All I can remember before that is that he was under the impression their deaths were a double suicide. Is it just assumed he learned the truth off camera somehow? Please let me know!