Never mind. Someone already answered my question in another site.>Cereza carries a ragdoll shaped like a cat whom she calls "Cheshire", which, according to Hideki Kamiya, was made for her by her mother.
The guy at the end of the trailer indeed has the Cheshire plushie attached to his sword.
This means, that he likely happens to be Balder and Rosa's son, but in another new timeline.
Which means that Bayonetta was born male in that one.
Which translates into Rosa not being able to bring him over to the Umbran Clan, because they just train women to be witches.
So likely Balder is the one who raised him.
Of course, this means him growing up under his guidance and teachings.
Therefore, this Bayonetta grew up to become a Lumen Sage.