People that buy into the "Nero = Vergil's continuity raping kid" scenario assume that his mother HAS to be human. Considering his physical transformation, it's more likely, with Vergil's disdain toward humans, that Nero, if to be considered Vergil Jr, would have a DEMON mother, or another Cambion if any others were running around. Meaning he'd be 3/4 demon.
I mean...~looks at Nevan~ there you go.
I still do not ascribe to it since it was dropped from the final story and game and only applies in the AU version Deadly Fortune.
Also, Kamiya has gone on record saying that as far as he and his team are concerned, yes, Bayonetta is set in the same universe, since Enzo is present in both, there is very unsubtle references to Eva and Sparda...