For now I want to leave Pedro's anatomy just a bit of a mystery, in case people want to write fan fictions about him and Oscar. That'd give them wiggle room to go with whatever they prefer.
And, yes, we will explore Asterion's feelings on the matter. That will be a central point going forward. Though it's important to note that... You know, gods in Minoh have a different perspective on the passage of time. A year is nothing to them, they can sleep it off with no issues. Asterion, immortal as he may be, still has the sense of time of a mortal. He knows not to get too attached (also because he doesn't expect staff to live their entire lives in the hotel), but sometimes he does.
Asterion has training as a midwife, yes, and in the right circumstances he would like to raise children. He would like that a lot, in fact, he may even consider retiring from the hotel for a few decades to really enjoy every moment of it. He'd be a great father.