Okay so, from everything I've heard and experienced, I think he could be the sole remaining Eridian. This is evident due to his hand structure, voice, slightly racey remarks to humanoid enemies, his skill 'Decepti0n', his high tech katana, small neck diameter, his headpieces, and his frail body structure. Other possibilities include - augmented human, Hyperion AI experiment gone right for once (for Pandora at least), Undying soul in a hollow shell like yoshimitsu. My possibilities - pre armored core Hustler One, the skinniest Helghast, or even the Master Chief's long lost brother.
*a short message to all who play as the assassin Your path shall not be controlled, not even by a god, so let the world burn until you are satisfied, just spare the ones who love and enjoy spending eternity with your own insanity for it gets lonely in the void. Very lonely.
I bet he's Eridian. I was wondering a while ago why there wasn't a single Eridian soldier to kill in this game, but it wouldn't make sense to be killing Eridians with Zero if he were also an Eridian. To keep the story making sense, they couldn't include any in the game.