This is the Neptune from the Ultradimension from Victory 1, I know this because it was officially stated this Neptune isn't from the Zero Dimension and has been traveling between dimensions in search of unusual insects. As the True Ending of Victory 1 shows an extra scene with little Neptune catching Croire in a bottle, thinking she was in insect and possibly used her powers to travel between dimensions.
I hope Idea Factory and Compile Heart makes Re;birth versions of these on PC platforms. I've finished Re;birth 1 2 months ago and I can't wait for the next one to come already.