Do anyone remember which are the two chapters that Albedo and Demigure pledge their loyalty again to Ainz? I remember Demigure pledged his loyalty when Ainz gave him an artifact or something that his supreme being made.
Since when have they not been loyal to Ainz? They are NPC made to be loyal. As for when Ainz gave items to Demiurge, it should be Volume 6, Chapter 10 or 11.