2% DNA doesn't mean 2% interspecies reproduction....there's not a direct relationship between numbers like that. You can get to 2% DNA from a relative handful of crosses. As this paper shows only a few hundred crosses, basically one a generation across the whole range overlap, could account for the observed level of Neanderthal DNA in our genomes.

>But at the same time, if there isn't any other explanation, it's highly unlikely there aren't any nearthental women in this chain for any alive human being today.

Not really. It's very easy for mitochondrial DNA lineages to go extinct. For any particular lineage to stick around, it's like tossing a coin and coming up heads every single generation in a row. Even in the large population of humans, it's not surprising random chance would eliminate all neanderthal mitochondria.