Vergil told him what he thought he needed to know... well, that narrows it the fuck down. So anything between "everything in excruciating detail" and "absolutely nothing."

V is then at least good enough to be more specific. So he was told about the twins fucking off and leaving Nero behind. Doesn't really clarify some of the more important bits...

"Malphas..." Nero murmurs. "That ugly bird freak? With the chicks on the back?" He remembers, of course. Just didn't catch her... its... their name? "I strung her up like a rotisserie and stuck a fork in her."

His tone gets a little more solemn. "Then you were... dying. Crumbling to bits. You asked me to take you to Urizen, so I did. Then the whole... pillar of light and Vergil bit, yeah."