To be honest, there are two elements that now intrigue me regarding Nero's current situation:

One, how much does he really know regarding the activities of the Shadowhunter? Many of us are still calling it that after the events of 2.0, he wandered back to the smoking ruins of the Praetorium and pulled "Daddy" from the fire. He can't go back home to Garlemald (neither can the rest of Gaius' troops) but he now has unlimited freedom to explore Allagan ruins to his heart's content... but how much is this guy really hiding? And did his experiences in the Void show him... something?

Two, did anyone catch the look of sadness and worry on his face while he was talking to Cid (at the end of the Alphascape arc?)? The heck was that about? Guilt that he's been keeping mute about Gaius' activities all this time?