She's not a devil, she is an innocent priestess, right? :D
Anyway, upgrade your rooms, till all rooms have a total level of.... I actually can't remember. 9? 12?
That is the way to trigger a dialogue in which Sonja and Linda talking about revenge.
[Edit: I looked it up. It's (at least) 5 for Annabelle, 8 for Richard and 12 for Eleanor.]