Spoilers continue. I read the question just before watching this film for the first time (YouTube).
No one said they have the same father. Sarah calls him "brother" in a generic way because they are both half-breeds. She did say that his arrogance made it clear who his father was and that "either way," he'd be standing before that father in the end.
The succubus reported to Asmodeus that Jake was very powerful and surely spawned by one of The Fallen. The first possessed girl called him "pretty man."
Let's put this together. Jake's father is a fallen angel, most arrogant, most powerful, and capable of spawning a pretty man. This can only be the most beautiful of angels, the perfect one, God's favorite, the son of the morning, the light-bearer, whose pride/arrogance brought about his fall from Heaven when he told Adam and Eve God had not told them the truth about the tree in Eden. In doing so, he was "playing God" and was later accused of wanting to overthrow God and take the position over.
In other words, Jake's father is the leader of the angel rebellion, head of all The Fallen, Lucifer (Satan, Diablo, Old Nick, etc.).
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