Dirge of Cerberus: Final Fantasy VII/WMG

Nero's a Ballchinian.

 * It's the only concievable reason for the face jockstrap.
 * Or he's just trying to hide the fact his lips don't move when he speaks like everybody else.

Weiss and Nero aren't dead

 * Genesis picks Weiss up at the end of Dirge. Since Nero merged part of himself with Weiss, Genesis will be bringing back either both of them or a hybrid.

One of the Restrictors fathered at least one of the born-in-DG Tsviets.

 * We never meet any of the Tsviets' fathers. None of them.