I think Nadia's mom would now be in her 60's, so it's perhaps not surprising that she's not featuring in the game this time around. In any case, since she returned to Europe at the end of the first game, I think we can safely assume she stopped being blackmailed by the fat guy, the moment she got on the plane.
I think it's pretty obvious that Nadia and Eugene will eventually be reunited. Eugene is now being helped by Riley's girlfriend to free Akasha. So as soon as Riley returns home from visiting Nadia, I assume she will meet up with Eugene and let him know where Nadia is now living. Not all the endings with Nadia were horrible. In at least one, they got married and appeared to be reasonably happy, until Eugene was forced to take part in the bank robbery. In return for Nadia being protected, he then made a full confession to authorities, and went to prison for 19 years.
That was the canon route and the starting point for this game. So I think Nadia will believe she still owes Eugene something, for sacrificing himself, to protect her and her unborn child. I'm not sure whether they'll end up together though, because a lot of time has passed, and Eugene might have other options now, namely Wendy or Akasha. And it's uncertain whether Ellie is actually his daughter, because Nadia was fucking so many guys without protection, before Eugene proposed to her.
I just don't see Lily returning to the game. Because it was made pretty clear if Eugene turns down her proposal for them to be together ( which led to the alternate ending), that him and her are over for good. She said, she would act as if they didn't really know each other, you can't get anymore explicit than that. And at the end of the game, she left the company and the implication was clear that she was leaving the game as well. In that version of the game, which is the canon version, she wasn't his secret soulmate, because his soulmate was Nadia. Lily was just another woman he fucked, who tricked him into fathering her child. She was only his soulmate in the version that led to the alternate ending. So your theory with that just doesn't hold water I'm afraid.
Personally, I'd be quite happy for Lily to return to the game, because we never found out if she was really moonlighting as a street hooker. Through most of Part 1 she was portrayed as a bad girl, and then at the end transformed into someone completely different. So we never found out what motivated her to be so different from the person she ended up as. But I think we need to accept, that unfortunately she's gone for good and we're never going to find out.
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