But Dante's half- demon, half- angel yet he looks completely human. I'm going to assume that, from his appearance, he was born in a normal, human fashion. Otherwise, how does a demon breed with an angel and come out with a human- looking child?
From what I understand, Lilith seems to be human in form as well since she didn't change when Dante was pulled into Limbo. Because people can change even in the normal world (the guy's eyes bleeding), it doesn't seem to make sense that a demon can retain a human form in its own realm. So I'm guessing that Lilith has an access pass to Limbo and can go in and out whenever she pleases.