So, I was looking on the devilmaycry.org 论坛 (in conjunction with the picture/interview I found) and discovered this interview from Hiroyuki Kobayashi and there is an interview he did in 2006 stating that Nero is just some made-up character with no hereditary attachment to the Sparda bloodline.

Forum: link

Photobucket: link

Now, fast 前锋, 期待 to the novel 'Deadly Fortune' which 'The Devil's Lair' 论坛 summarizes this line.

"Back to present time, Sanctus told Nero this story in order to explain how he came to the conclusion that Nero was likely to be Sparda's descendant. He was convinced that...