I've never played a Nephilim before, but on the boards the general consensus seems to be that they're pretty weak even for Mythic Companions. Here are my thoughts for what they're worth.
The biggest problems with Nephilim are that they can be warded against with fairly minor magic and the fact that they have a lot of mandatory virtues that are rather subpar. IMO, the best way to create a useful Nephilim character is probably to take "Strong Angelic Heritage" a few more times, picking powers that are difficult for Hermetic Magi or other supernatural creatures to emulate (Instantaneous Healing, for example).
On the bright side, however, as beings with a Might Score, Nephilim are immune to Warping and can learn Supernatural Abilities associated with the Divine (excluding M&P) without penalty!
By-the-bye, Alex White recommended a piece of unofficial errata which would allow Nephilim to live longer. (and thus have greater Might/power) https://forum.atlas-games.com/t/nephilim-lifespan/2544/1