The Spider - 29:26 "So Lot believed in him and said, "I migrate to my Lord, surely He is Exalted, Wise"."
The expression "I migrate to my Lord" means that he abandoned the religion of his pagan people and turned to "serving Allah alone":
The One Covering Himself/73:19 This is a reminder; whosoever wills, he is guided to his Lord.

The News/78:39 This is the true Day. Whosoever wishes, let him be guided towards his Lord.

Prophet Hud/11:56 I put my trust in Allah, my Lord and your Lord, and there is no creature that He does not control. My Lord is on the straight path.

The Family Of Imran/3:51 "Allah is my Lord and your Lord; serve Him. This is the right way."

The Spider/29:26 "So Lot believed in him and said, "I migrate to my Lord, surely He is Exalted, Wise"."

Those Who Set The Ranks/37:99 "He said, "I go to my Lord; He will guide me."

The Man/76:29 This is a reminder: Whoever wishes, takes a way to his Lord.

The Scatterers/51:50 So flee to Allah. I am a warner sent to you from Him.