The first place you encounter Bellegar is inside the elemental demon cave at the top corner of Cysael. Talk to him, and he will disappear. He will appear again much later, near the center of the Phantom Forest swamp. He will allow you to choose a treasure from a set of three barrels. To encounter him a third time, go south of Balberith's shack at the southern end of the swamp to find a large mound of gold. Select the gold, and Bellegar will appear. He will add a new Portal to your menu, allowing access to a dungeon containing a single puzzle. Solve the puzzle, and open all three treasure doors to get the "Amazing" achievement.