The Dr. Strange-centric episode is entitled “What If… Doctor Strange Lost His Heart Instead of His Hands?” and it centers around his journey to try to bring his love back to life.
After Dr Christine. Palmer dies in a car accident, Dr. Strange learns the Mystic Arts in Kamar-Taj. He tries to use the Eye of Agamotto to reverse time to the point when Christine was still alive. Each time he does, she still dies.
When he’s not successful, Dr. Strange seeks answers about breaking an Absolute Point in time from books written by a sorcerer named Cagliostro. He then meets O-Bengh, who leads him to a library with these books. He develops the power to absorb others.
O-Bengh is the keeper of the Lost Library of Cagliostro, and he has a lot of knowledge about sorcery and the books that Dr. Strange wants. Though Dr. Strange seeks explicit answers, O-Bengh only ever offers him guidance.
The two do become close, though O-Bengh is on his deathbed for part of the episode.
Unfortunately, in order to bring Christine back, Dr. Strange eventually finds out that he will need to destroy the universe. By the end of the episode, O-Bengh dies.
In the Marvel comics, O-Bengh is actually Cagliostro. This is not directly mentioned in the Disney Plus series, but it is a possibility.