Lambert's knowledge of the Fade isn't much more than what most people already know from folk tales and superstition, so Cole's not actually wrong there. While he might have copious experience dealing with Darkspawn, demons and spirits are a little out of Lambert's purview, which means Cole is likely to find his explanation wholly unsatisfying.

"How?" Lambert snorts, gesturing at Cole with the hand holding the bottle. "Just look at you. You're all skin and bones." The wine sloshes around dangerously inside as he does, not that Lambert seems too worried about that, plopping back down on his seat to begin fishing out one of the tools from his belt to twist the cork out.