Satan: Thought to be Dad, but was actually impersonated.
Marduck Kurios: Possible Dad. 
Satannish: Possible Dad. 
Dormammu: Maybe Grandad?

Barton Blaze: Dad in manga AU
Johnny Blase: Brother in manga AU

Satana Helstrom: Sister (in Hell)
Victoria Helstrom: Mother (in an asylum)