[@MsMorningstar]

There is a reasonably adequate chance that Clio would know Nello through:

1 - His father being an antiques dealer, perhaps she has acquired a magical artifact from him.

2 - She could have met Nello on the field, as they are both somehow related to Chaos magic, and would likely hunt the same kind of villains.

3 - Other reasons.

[@Simple Unicycle]

Demon McHunter could also have met Nello in an awkward situation where he might have thought that Edgy McEmo was a bad boi demon.