The Blacklist: Liz Finally Knows Red's Big Secret

How does Dembe know this?

Because Red double-crosses not one but two foreign investors in the episode, killing them both and leaving blood-spattered walls in his newly rented all-ivory apartment.

The purpose of this is so that Red can hire a new team of cleaners to replace Mr. Kaplan, and he wants to use the same crew who cleaned up a crime scene at the same location two months prior, to spotless perfection.

[...] once Dembe realizes that Red's actions were merely an elaborate ploy to replace Kate, with a couple of casualties along the way, he goes rogue and heads straight for Liz and Tom's new apartment (where, by the way, Liz is not ready to welcome Red just yet, despite the fact that he went to the trouble of convincing the president of the United States to issue her a pardon).