Neu has a most interesting past for a member of Schreient. See, she used to be a private investigator. Her partner was, in fact, Kudo Youji. but while investigating into the Riot prostitution ring (the same as in episode #3), they were discovered and Youji was injured. He told Neu (whose name then was Asuka) to go on without him. So she ran, but was shot and presumably killed. Youji had been in love with his partner, so this event traumatized him greatly.
After Weiss' first encounter with Schreient, I think Youji must have recognized Neu, at least slightly, as Asuka...but things always happened to keep him from knowing for sure. He tried to take her mask off at one point, but to no avail.
After one encounter with Schreient, Neu is injured and left behind. Youji takes her to his room and nurses her back to health, knowing for sure that it is his old love, Asuka. And Ken sees her boobies.
As it happens, Neu, has no memories of her past. She doesn't know her real name, or where she came from...but as it turns out, Asuka was never killed by that bullet. She lost her memories of being a private investigator and started hanging out with the 'wrong crowd.' She was brainwashed by Masafumi Takatori, and played Youji for a sap by pretending to want to remember being Asuka. He eventually had to kill her, and as she was strangling, she managed to mutter, "Masafumi, I love you..." which sent poor Youji right over the edge. What a bitch! Youji cried. He cried and he cried.
Anyway, Asuka has left major scars on Youji, which can be seen in the Drama Album, "Dramatic Precious."
Interesting facts about Neu:
And so goes Neu. Actually killed by a member of Weiss. Good for her.