So, I was looking on the devilmaycry.org foramu (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 mbele to the novel 'Deadly Fortune' which 'The Devil's Lair' foramu 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...