Episode 2 - The Masquerade Part II
It was revealed that when The Sorceress was a child she made a deal with the Cursed God giving her power.
Episode 4 - A Nation Divided
After Joey Graceffa places the Helm of Obedience on his head a voice is talking to him commanding to him that was the Cursed God.
Episode 10 - The Sorceress
A Century Ago
It is shown that The Sorceress is seen performing a ritual and after the completion of the ritual the cursed god strikes lightning on her giving her immense power. He then gives her the Crown Of Oblivion until Katsumi and Roanoke destroy it to prevent her from using to for her evil purposes.