Because, of course.
A Dhampir who knows exactly who he is, was taken in by the Tremere early on and has yet to find and kill his father.
(Only in Ars Magica does the following question make a lick of sense 
)
Do vampires in Transylvania gain sustenance from being slain by their Dhampir children?
Indeed 
I would say yes. However, they need to change role after being slain, so it might be a one hit wonder. Maybe it allows them to trascend to a more powerful fae.
not necessarily. He can come back as a vampire and have more children for them to destroy him. That is the story.
Reminds me of a famous movie confrontation:
Dhampir: Why do you do it dad?
Vampire: A vampire's gotta make a living son.
Dhampir: (sighs and takes out the stakes and garlic) Dyin' ain't much of a living dad.
I was thinking of making him really Pious (Major), and he'd share some similarities with Nightcrawler, aka Kurt Wagner (X-Men), in that respect. But I also want him to be really good at stealing... So, my rationalization her is that the Tremere aren't entirely godless, don't appear to be openly pagan, might support the Church in some places by rooting out demons a lone parish priest couldn't handle, so he works for them. His skills are at their disposal. If they tell him to filch some item from another Wizard, he'll probably do it, for the challenge, and because that guy has to be a right nasty piece of work.
So, is that kind of character mindset ... believable, reasonable, whatever?
Maybe make him have gypsy blood also?
There's an old gypsy legend that the gypsies are forgiven the Commandment of Thou Shalt not Steal, because at the time of the Crucifixion a gypsy boy stole one of the nails they were going to use on Christ, and Christ said that he and his family would be forgiven for this small act of kindness.
The Tremere work with the Church the same way they work with the other powers. The magi of Tremere do not openly worship any god. Their servants can do as they please.
It's written in True Lineages that some among them might not swear Oaths to Hermes, but I don't know what that really means. The Hermetic Oath is not an Oath to Hermes, but an an Oath to all the magi and magae of the Order. But such a circumstance could be enough to illustrate that they aren't idolaters, even if they aren't devout. So, it could for the basis of a relationship where he uses them to help find his father, and they use him in the mean time. And all of his targets for thievery are pretty bad, and can observed to be bad. Still makes me think about it.
It's in the section that explains that Tremere feel that all gods (except perhaps the Divine) are swindlers. Reread the early history of the House (HoH:TL p. 112): it is heir to a tradition of mages that once worshiped first Aita (Etruscan divinity of the dead), then Pluto (Roman divinity of the dead), then Mercere, and has felt abandoned by each in turn. So they refuse to accord them any stature, and to swear by them. As far as your character goes, House Tremere might well be the furthest from pagan of all the Houses...
On the other hand, most magi do revere Hermes (Mercury in Latin). Many traditions are descended from the old Cult of Mercury, there are at least two distinct Cults of Mercury within the Order today, many Mercere believe their founder was linked to the God... so taking an oath to Hermes would be a way to make it solemn, without making it an Oath to God. Sort of the equivalent of swearing an Oath 'on my magic', perhaps... a way of sealing a solemn promise between two magi ("I swear to Hermes to declare Wizard's War on anyone who declares Wizard's War on my friend").
You are quite correct that the Hermetic Oath is not an Oath to Hermes.
Gavril
Characteristics: Int +1, Per +1, Pre +1, Com +1, Str 0, Sta 0, Dex +3, Qik 0
Size: 0
Age: 41 (41), Height: 5'6'', Weight: 158 lbs, Gender: Male
Decrepitude: 0
Warping Score: 0 (0)
Confidence: 2 (5)
Virtues and Flaws: Dhampir, Second Sight*, Improved Characteristics, Self-Confident (Confidence: +1), Puissant Legerdemain, Clear Thinker (Bonus: +3 to resist lies, confusion, subterfuge), Independent Study, Perfect Balance (Avoid Falling and Tripping: +6), Custos, Martial Abilities, Curse of Venus, Compassionate, Continence, Poor Student (Learning: -3), Sleep Disorder [Spells Using Words: Extra botch die], Hallucinations
Combat:
Dodge: Init: +0, Attack --, Defense +2, Damage --
Fist: Init: +0, Attack +5, Defense +2, Damage +0
Kick: Init: -1, Attack +5, Defense +1, Damage +3
Soak: 0
Fatigue levels: OK, 0, -1, -3, -5, Unconscious
Wound Penalties: -1 (1-5), -3 (6-10), -5 (11-15), Incapacitated (16-20), Dead (21+)
Abilities: Slavic 5, Latin 4 (hermetic usage), Second Sight 3 (regiones), Legerdemain 6+2 (picking pockets), Athletics 4 (acrobatics), Great Weapon 2 (Spear, Long), Guile 1 (lying to authority), Single Weapon 4 (Sword, Short), Order of Hermes Lore 1 (personalities), Ride 2 (speed), Merchant 2 (tribunal trade routes), Stealth 3 (shadowing), Carouse 1 (drinking songs), Faerie Lore 2+1 (faerie forests), Intrigue 2 (rumormongering), Charm 3 (being witty), Etiquette 1 (magi), Area Lore: Héviz 3 (geography), Area Lore: Transylvanian Tribunal 3 (personalities), Awareness 3 (searching), Bargain 3 (hard sell), Brawl 2 (Knife), Climb 2 (without rope)
Equipment:
Encumbrance: 0 (0)
What does sleep disorder do for a non spell caster?
It's from Grogs, and I don't have it detailed well enough in MetaCreator. So, from memory, it's a -2 to all rolls if he didn't get a good night sleep, which the flaw makes kind of a crap shoot.
I do not have Grogs so I would need to have it spelled out what the rolls are and what the modifiers are.
I'll pm it to you this evening.
I'm posting it here, with attribution. Whatever I said before was wrong. I must have selected an existing flaw in MetaCreator flaw and jut changed the name, not described the mechanic.