This type of creature is not described in the rules
After sifting through all of the celestials and all of the fiends, it appears there is no mention of a pair that could procreate in such a way to create a part-celestial/part-fiend individual. You could, however, create such a creature using the Dungeon Master's Toolbox in the Dungeon Master's Guide where it details how to create custom monsters and custom races (both of which could be useful in your friend's endeavor).
What we can find for celestials
In 5e so far, there are very few celestials mentioned in the rules. Even still, there are some creatures that seem promising. The only celestials that mention a mechanism for reproduction are the Couatl and the Pegasus (both found in the Monster Manual):
Couatl procreation is described as
...a beautiful and elaborate dance of magic and light, which results in a gem-like egg from which a new couatl hatches. The parent that sought out the mate raises the newborn couatl and instructs it as to its duties, so that it can complete whatever task the parent leaves unfinished.
I could easily see a fiend that reproduces through infecting the eggs of non-fiends. Such a creature might infect a couatl egg and the resulting creature may share some of the features from the original parents and the infecting fiend.
And the Pegasus entry simply states
Pegasi mate for life, build their nests in hard-to-reach locations, and give birth to live young.
This is pertinent as a nightmare (a fiendish mount) is created by
the torturous removal of a pegasus’s wings, driving that noble creature to evil as it is transformed by dark magic.
It is unclear if this nightmare would still be able to reproduce with their former mate, and what would result in such a union (if it were somehow facilitated).
What we can learn from fiends
There are a number of fiends that are born from the union of fiends and humanoids. Any of these creatures may resulting in semi-celestial origins if the humanoid shared celestial blood. The features of this type of creature (such as whether they remain celestial in any way) are also unclear. You can find a list of humanoid-spawned fiends below:
MM = Monster Manual ; VGtM = Volo's Guide to Monsters
- Night Hag (MM)
- reproduce through the consumption of human children which later transform into hags
- Draegloth (VGtM)
- half-drow, half-demon born in an unholy, dangerous ritual
- Barghest (VGtM)
- born to goblin parents just like normal offspring and develops the ability to assume fiendish form
- Tanarukk (VGtM)
- corrupt orcish bloodlines for generations upon breeding, bearing them in some female descendants
Using any of these creatures, you may be able to get some guidance into how a part-celestial, part-fiend would come about.