In spite of that; notwithstanding; all the same.
early 14c., neuer þe lesse; as one word from mid-14c., neuerþeles. The sense of never here is “not at all; none the,” as in unmerged expressions such as never the wiser, never the worse. In the same sense Middle English also had never-less (early 14c.), neverthelater (c. 1200), never-later (late 14c.).
If it’s all the same to you,
I decline to sit here, blue.
Nevertheless, before I digress,
With my big words, I hope to impress.
Here, it’s a Friday morning
Which arrived after a week’s warning
Another good day for a word,
And, at least, it’s one you have heard.
(Lexico actually offered “natheless”, an archaic spelling/version. Never the later, here we are with the more recent adverb, having left off with Middle English a while back.)