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@Osman have you ever read Volsung saga (or its more famous German adaptation Der Ring Des Nibelungiend)? The story of Bryn and Sigurd was written as a tragedy from the start, and seeing Bryn alive, I would reckon that her heart had gone on or the original Sigurd is still exist in some form in DxD universe (do remember that "Chaos Edge" Siegfried shared his bloodline too)
PS. If you ever played a PS1 game called Valkyrie Profile, its plot is an interesting take to the Bryn-Sigurd story with different character names.
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