My theory is that somehow the soul of vergil has been bound to nero's arm. some reasons for my thinking this are: nero was able to resurrect yamato, something agnus had been trying to do for a long time and failed to do. When Dante confronts nero about getting yamato back Dante says that the sword has "got to stay in the family" and then lets nero keep it. and as many people have said before nero's phrases and his demeanor are almost carbon copies of Vergil from DMC3:SE. i could be totally wrong but this is what i think