@BlackPanther I like the idea that he can sense a demonic "mark" on her soul but not really understand what it means at first. Biologically speaking she and Cole aren't related by blood, but I'd say she carries some sort of supernatural link to Cole, so they'd be spiritually related instead of biologically if that makes any sense.
I guess it'd be like in Supernatural when an Angel has a child with a human. The Angel is possessing the human but some small part still carries over to the resulting child. But I don't know if that'd apply in a DC/Marvel setting.
Biologically she's more mutant than demon (or angel? Since Lucy is still an angel...), but her mother being from the Brimstone Dimension makes her a demon in the mutant sense the same way that Angel is, well, an angel.
Which raises the question, is her ability to control insects and blood a mutant power? Or a demonic one? Which of her powers are mutations and which are supernatural?