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
Alignment, Size, and Type
While a monster's size and type remain constant (unless changed by the application of templates or other unusual modifiers), alignment is far more fluid. The alignments listed for each monster represent the norm for those monsters—they can vary as you require them to in order to serve the needs of your campaign. Only in special cases is this more fixed, such as creatures with an Intelligence of 2 or lower (which are almost always neutral) and planar monsters (outsiders with alignments other than those listed are unusual and typically outcasts from their kind). Note "type" and "subtypes" are not capitalized. Each type and subtype should be appropriately linked, as many of them provide special abilities.
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:
When a kind of creature always has a particular alignment, individuals who differ are either unique or one in a million.
When a creature usually has a particular alignment, individuals who differ are in the minority (considerably less than 50% of the population).
When a creature often has a particular alignment, exceptions are common.
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.