Snape: By allowing Dumbledore to think that I was only returning to the Dark Lord’s side because I was ordered to,
Harry Potter and the Half-Blood Prince (2005)
I am probably being a bit naive, as I'm only reading the series again for the first time in a good few years, but why would Snape say the above to Bellatrix, rather then just not mentioning it? As now, to Bellatrix/Voldemort, this looks like Snape has informed Dumbledore, and Dumbledore is aware Snape is returning to the Death Eaters. Yet, if Snape is and wants to continue being a spy for the Death Eaters, from the perspective of Voldemort/Bellatrix, surely this would compromise Snape's and Dumbledore's connection and would mean Dumbledore would stop trusting and giving him info, and ultimately fire him.
So in simple terms, from the perspective in which Snape is speaking to Bellatrix in, Dumbledore is aware Snape -- through Snape telling him -- is now a Death Eater again. Surely this would lead to Dumbledore not trusting or confiding in Snape, which surely Voldemort would do something about, as what would Snape now be doing, considering, in theory, Dumbledore wouldn't be giving him information and he wouldn't have a job there?... Then after, how does Snape continue on the pretence he is a spy for the Death Eaters, if based on what he has told them, Dumbledore is aware he is working with them.
Therefore, that would mean he wouldn't be trusted and create the loop of the fact he wouldn't get any information, most likely not work there due to being fired or leaving and would not be able to be a spy. So how doesn't Voldemort/Bellatrix pick up on this when questioning Snape and consequently believe/accept his pretence of being a spy for the Death Eaters on the Order?
P.S.: it probably isn't simple terms. Also, this is all from the perspective of the Death Eaters, based on what Snape's told them, as we all know in reality Snape is a double agent for the Order.