Its common knowledge or should be, Nelo was a misspelling, its supposed to be Nero Angelo, the Black Angel.
It was acknowledged that it was an error after DMC1 was out on the market and I cant understand how they overlooked such a mistake, so regardless of what it says on the sleeve of your game, its meant to be NERO ANGELO and not NELO ANGELO, since the Characters are based on Italian renaissance writers with the same names, who became fictional characters and travelled through hell, it was appropriate to name him Nero Angelo.