Board Thread:General Discussion/@comment-9756677-20150812204931/@comment-24142271-20150818120135

Well, we are going over many possibilities at the moment. If the Mephisto Pheles thing is true then maybe Nemu is a demon as well. One of Mephisto's brothers or spawns or something.

Nemu could just be some random child that had no family and such so Mephisto thought there would be no issue taking him over. Since no one would report him missing or anything.