Yep! The first Arial Log that was released soon after the first series finished years ago actually had the info about Dio being alive. But the scans for the first Aerial Log that have made rounds around the internet didn't include the interviews where it was mentioned, so a lot of the fandom never knew about it. There were a couple of other things here - http://unguilded.dreamwidth.org/2022.html - mentioned but it's REALLY vague so even then, people were surprised to see him alive in the second series.

But aaaah, I'm glad someone else loves Dio out there and am always happy when more people watch Last Exile. ♥♥!! Thank you for commenting, anon!!