User blog comment:B214/Question and Answers 4/@comment-26216310-20150409072410/@comment-26216310-20150409112428

Yeah I guess thts a good point regarding grayfia. As for sirzechs, wouldn't millicas know of satan red as his father seeing tht he does play with him as satan red? If millicas didn't know who sirzechs was then I guess it would be weird for him to get jealous of issei wouldn't it? But then again, Rias didn't know tht sirzechs was Satan red (which was weird considering how many signs there were to pretty much say it was him XD) so it'd make some sense if millicas didn't seeing as he's younger thn rias and more naive.