The half fiend alignment says that it has any evil alignment. Can that be different by 1 step during character creation or change to a non evill one later on?
(thus chaotic neutral, lawful neutral or neutral neutral)
From Monster Entry Format
The description here makes clear that while aligned outsiders are fairly fixed in their native alignment, they can change. Fallen angels, repentant fiends, rogue robots, and so on.
Dungeons and Dragons certainly made occasional plot points of such anomalies, such as Falls-from-Grace from Planescape: Torment (LN succubus), and even a demonic paladin. As discussed in a similar question for 3.5, the rules are a little more explicit about how this works, however.
Must a half-fiend be evil? No, it doesn't have to be.
As a reference, in Savage Species* on p.102 it says this:
In your specific case, Half-Fiend is "always evil", which means that theres a one-in-a-million chance of him being the one Half-Fiend who has a non-evil alignment (but in that case it can be any alignment, even a good one, it does not have to be only one step away). For a PC, that is still acceptable.
However, I strongly suggest to rule alignment-stuff by logic (and the "fluff" behind it that explains how/why the character is a half-fiend and a nice guy at the same time) rather than rules.