IM SO INTERESTED STILL! also yes Azreal has three children, who were more so breed for his bidding more than anything, it's debateable whether he honestly loves the three like a father, but none the less they're still his child, BUT the three all have a purpose, Lilith is his war general and the one who honestly makes the decisions when it comes to talking to other gods, an advisor honestly. Jezebel while it wasn't going to be revealed yet, is the person who keeps the souls of Azreal's realm in check, she very rarely leaves the realm unless it's a place she needs to go with her father and other sisters. Llusia is Azreal's protection and personal guard, as well as scout. She also is existent to keep the other two sisters in check and watch over both of them to make sure they are following orders.

So i mean yes they are his daughters, but they are there to make sure he doesn't sink into a craze with all that he has to handle (Being the god of death I would imagine it's a lot of travel and deeming if souls are allowed into his realm, on top of this seeing and hearing deaths constantly) so i mean while I don't have to have them be his daughters, I would like to have that connection there, so it causes more character development as it goes on throughout the story.