ok i no there is alot of speculation on neros arm so heres my theory on it.
i read somewhere that nero was the Order of the sword own demon hunter of sorts, so i believe that since it is mentioned that he had not always had the arm that around the time vergil died nero some-how came into contact with him and alas, devil bringer. this would explain the connection with yamato and his DT looking suspicously like vergils, also dante says he need to keep the sword in the family and nero keeps it so maybe dante is hinting something there...
any way what is your opinions.