Well, we have Kat already in the game. But I could see some of the old female characters making an appearance as well. Lucia, I doubt she will show. Trish has a reason to show up because she is probably the most famous DMC female character. She was also created by Mundus and he is in the game so...
As for Lady... I wonder. Kat seems Lady-like to me for them to add Lady in there. But she is a human "devil hunter" so I'm guessing if she does make an appearance it would be as part of the terrorist organization that seems to be giving Dante his orders, the which I assume is called Devil May Cry (but I already mentioned this somewhere).