Calling it, the Mythos of the Reds and their religion is based on this; their diety is ultimately the devil.
Well, the way I see it is that the reds just know that Naga gave them life. They didn't know she was evil. Also, the only red fox who knows this right now is the Archmage. Would he tell his people that their deity is actually evil? Julian might. (Lucian is probably the one who cares the least, he just wants his sister back. )