Lilith is not actually the daughter of Maphisto

There’s no clear answer for this.
It wasn’t specifically written - but there’s a hint to Mephisto and Auriel in diablofans post (Look for “mephisto-and-auriel-sitting-in-a-tree”)

Copied from the post:

Canon passages in question (from The Veiled Prophet by Richard A. Knaak) :
“This is a peaceful visit, oh, councilors,” rasped a voice like a nest of angry vipers. “Peaceful–if you would have it so.”
[…]
YOU OFFER PARLEY…LORD MEPHISTO? Auriel asked the shadow. YOU…NOT YOUR BROTHER?
[…]
Imperius took over the situation from Auriel. WHAT PACT IS THIS YOU PROPOSE?

A hint of great, sharp teeth momentarily flashed into sight where the demon’s head should have been. “We, like you, made false assumptions about this place, false assumptions about the creatures spawned by both our kind.”

A blazing red eye materialized, then winked in the direction of Auriel, who utterly ignored it.

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