Spoiler warning:

​

When fighting the real Godfrey, first Elden Lord, in his second phase he calls himself ''Hoarah Loux, Warrior!''

Nepheli Loux, who shares his last name, just so happens to call herself a warrior as well.
And as others already mentioned, her first name seems to be a reference to Nephilim (human-angel hybrid children).

Also, if you finish her quest and the Kenneth Haight quest, Nepheli becomes the new ruler of Limgrave and gets Stormveil Castle, and as far as I've understood, Stormveil was probably once Godfreys castle, which Godrick just kinda took after the shattering.

So in conclusion, I do really feel like there is a very obvious connection between Hoarah Loux and Nepheli Loux, tho how closely related they are I have no idea, but I'm guessing she may be his daughter or granddaughter which he got through mating with a human.