Death Mad left only a spoiler-like prophecy before continuing on the road ahead, completely ignoring the doubts in Ash's heart. He still didn't understand what form Death Mad existed in or where she was. If she could only stay in Hell, how did she know about the things happening between Ash, Sonia, and others in reality? If she wasn't usually in Hell, how did she know what was going to happen there?
Ash wasn't even sure whether Death Mad was an enemy or an ally. If she was an enemy, why was she so concerned about him and Sonia? If she was an ally, then she was a member of the End Times Five, whose ultimate goal was to seize the bodies of Ash and others for rebirth.
