Actually, the idea of Doc Savage having a non-caucasian mother has been around since at least 1973, when Philip Jose Farmer mentioned it in his book Doc Savage: His Apocalyptic Life.
You're mistaken about Farmer; if he mentioned it, and I don't think he did, it was only to raise the idea before dismissing it in favor of his own theories, first articulated in Tarzan Alive. In any event, given that Azzarello is a well-known racist, I doubt that there'll be anything "progressive" about the portrayal of the concept in this book.