If you didn't know, there's going to be a Hades 2, where you play as Melinoe, the girl in the art.
In myth, as far as I could find, there's no certainty if her father was Hades or Zeus. Whether it's Hades, or Zeus shapeshifted to look like Hades to sleep with Persephone.
So she's Zagreus's sister, whether full or half, as well as Nico's, Bianca's, and Hazel's half-sister.
Can not wait to see more come out for these siblings!
I also came across this-
I mean, she may look badasss in the trailer, but so did Zag. And I'm looking forward to seeing these two be chaotic. And I hope Zag makes an appearance in the new game. Maybe give you a keepsake where you can call on his aid after a while?