[quote=@Lazo]
Say, question about the setting. Since this is a crossover with Bayonetta, will there be a Purgatorio sort of dimension where supernatural beings can exist in the real world without actually interacting with its people, or will it be more like DMC (before reboot with the Limbo stuff) where demons that cross over are just there in the real world? 
[/quote]

I believe the Purgatorio rules are in effect.  Angels, of course, abide by it more often than demons, who care less about whom they appear to.  So in a way, it's a blend of both systems.