I think that, due to the fact it's not crying, this second child is stillborn... which means it's not Yukio and the "Okumura twins" aren't really twins. If that's the case, then this also means that Yuri dies almost instantly after; doesn't failing to give birth like this means one doesn't have the strength to survive herself?
Also, Satan mistaking Luci for Yuri was actually funny for me, and I'm a bit disappointed we didn't see young Arthur.
Finally, I think that members of Shemihaza's agency traditionally give their (first) name to their child, hence the Shiemi they referred to in this chapter must be the mother of the Shiemi who belongs to Rin's generation.