At the beginning they had a complicated relation especially after the incident at St. Fountain where Void Archives was introduced as the main antagonist. There, Void intercepts the train in which Welt was traveling with his adopted son Joffrey Joyce Yang (a clone of the first Herrscher of Reason)

and asked (or rather threaten) Welt for his help in their plan to eradicate the honkai once and for all. Of course, at first Welt did not want to cooperate with Void Archives since he did not trust him but after speaking with him Welt considered his plan. youtu.be/aVt70eATtlk?...

Welt and Void Archives first meeting FULL CUTSCENE

YouTube video by Herrscher of Pho