To me the most sad part wasnt that Avilio might have died, but the fact that he and Nero parted ways. Together they were unstoppable, thy could have freed themselves of the mafia lives and start a Canned Pineapple business or something. But without Nero, Avilio doesnť have anyone. Now, lets say that Nero let Avilio live. He intentionally missed him and gave him another chance to just live.
What would Avilio do all alone? Just live? As Nero said before, he is still like an empty shell. He needs people to show him how to live, isolation is the last thing he needs right now. But where should he go?
Now its quite a stretch, but id like to think that Nero sent Avilio to his sister's place. She probably lives somewhere outside of the city or just somewhere really far away, to make sure the Gallasias arent after her. Id say that she is about 3 months pregnant, and surely would need some help in the household, so Avilio could look after her. She married a total jerk just to ensure peace to her family, then killed him when she had to and now carries his child, for the whole time she knows the one thing that Avilio needs to learn: how to just live, move on and grow up. Avilio could also help her raise the child, the new life could bring up the softer side of him. They are both smart, kind of intrvert people, that would do anything for those who they love. That being said, i think that after hearing his story, Fio would understand.
I realise that its more of a fanfiction than a real scenario, but to me this is the only possible way that Avilio will live AND would not end up in a mental asylum or prison.