I don't know, I'm not buying that "Order of the Sword" group...Seems to be a plot device to hide Vergil's true intentions...
They have to explain a ton of things in the game...
1) What does Mundus want with Dante? If he wants to kill him, then why not killing him while he was a child? Or even better, does Mundus really want to get Dante?
2) Did Sparda die or not? Who killed him? Who killed Dante's mother?
3) Who did teach Dante to hunt demons? Don't say he suddenly learned how to deal with them.
4) The Lilith's child, what's the point?
5) Why Mundus and Lilith took human forms?
My final theory: The Order of Sword group is ruled by demons, being their way to take human forms. Vergil agreed with Mundus to help him, if he doesn't hurt Dante. Somehow, Vergil wants Dante fighting by his side. At the same time, Vergil is using Dante to destroy all the demons, so Vergil can control the power by himself and alone. Kat is revealed to be a spy sent by Sparda, to protect Dante. They'll show how Kat was present during Dante's childhood, by preventing demons to find him, thanks to some kind of magic trick made by Sparda...As for Vergil, he may turn his back on Dante, seeing how Dante won't accept working by his side, thus leading to their fights in a possible sequel. As for Lilith's child, that's a tough one, BUT I vote for twins. That's right, Lilith is expecting twins, but they'll be evil versions of Dante and Vergil. Mundus and Lilith are trying to mimic Sparda's family. I still don't see the point of Lilith's pregnancy, though.
Well, it's just some food for thought, guys. Sorry for the long post...XD