User blog comment:FrankieX98/The future members of the Issei's harem and peerage./@comment-37165251-20181209183528/@comment-2208155-20181209202741

Grayfia was one member of the families allied with Lucifer, she can know something about that and reveal this to Vali.. Or the other families allied members should reveal this to Vali, is one Lucifer descendant.

And as Merkarion said.. Nebiros has the last word..

Interesting your Lilith theory..