Ambrose is a warlock of British descent, but he arrived Sabrina's Greendale universe decades earlier after getting arrested. He had been being imprisoned in the Salem Mortuary for 75 years following an attempt to blow up the Vatican in the 19th century. He worked as a mortician there while also living in the attic of the funeral home.

He was later freed, thanks to Father Blackwood, when he refused to disclose who his accomplices were in the Vatican incident. Father Blackwood was impressed by Ambrose's loyalty, leading him to grant Ambrose his long-awaited freedom. 

The warlock was then allowed to attend high school with Sabrina, who is his closest confidante. 

Sabrina and Ambrose consider themselves to be cousins, as Aunt Hilda (Lucy Davis) raised Ambrose after his father died. His dad was killed by warlocks when Ambrose was just a child, and he sought validation from other father figures. This led to his enchantment with the revolutionary group that set out to destroy the Vatican. 

The identity of Ambrose's birth parents is unknown, so it's unclear if he's a birth relative to Sabrina, or if they just consider themselves cousins because they were both raised by Aunt Hilda. Sabrina has never mentioned having a biological uncle on the show. 

We have a feeling that Ambrose's father's identity will be a part of the story in the seasons to come.