in a flashback, a mother hides her child while their house is burning and leaves, but its because she's looking for a different child and she meant to come back
It's offscreen, but one of the main characters is implied to be an alcoholic. You can see alcohol bottles around his office etc. but it's nothing major or shown on screen really.
One of the protagonists, Nero, is in a committed relationship with Kyrie who's his adoptive sister - it's not mentioned or addressed in this game, but it's in the game files for the 4th game
Two women are naked after being freed of demon possession. V can be seen naked during his separation from Vergil. In both instances, genitalia is obscured. After unlocking one of the dlc devil breakers there’s a joke about it also being able to be used as a vibrator for Nero’s girlfriend.
In the final scene of the game, Nico says Nero will look like a “little bitch” if he cries, but she is very clearly joking and reiterates seriously later in the conversation that it’s ok for him to cry.
While Nico regularly crashes through things in her van, it's played for laughs (such as somehow coming through the ground) and there's no actual damage to her or the vehicle