User blog comment:AquilaeAltair/OnS Theories (S3). Fifth Theory - The real reason why Yu’s called “Demon Spawn”/@comment-36009152-20190714213042/@comment-38762161-20190716033533

True, it's hard to predict what Saito is thinking but yes, the fact that he's called devil spawn it could be accused to the current curse of the vampires but it could also state to the fact that he's the counterpart of Sika Madu or at least the title of the project.

Even so, it could also mean that, Yu in fact is a reincarnation of the seraph Yu; the seraph Yu as stated by Sika Madu, didn't have a soul, he was an empty vessel but, in order to fix that, he was given a soul; of course, reincarnation is something that can't happen or more likely it's something difficult to happen, taking into account the number of souls, stadistic and probability or chances to happen.

Rigr's relation with Urd is still a mystery but it can be inferred that both were good friends since both were slaves when they were turned into vampires; whatever their purpouse was, it's very difficult to tell right now

To conclude, yes, Yu is a lovely all round person, honestly he owns such a pure heart, his innocence is one of his good qualities overall and I really expect he can manage to break free from whatever might be his past and gain the freedom he deserves