Incredibly happy. For many years before that he is convinced that he is actually sterile due to the soul bond they share making it impossible to impregnate other women. Fenris realizes in that moment that 1. He will have a legitimate heir that he can prepare for the role to carry on his legacy rather than potentially dooming his nation to civil war once he passes and 2. He’s incredibly in love with miorjah and he has always wanted to be a father, and while he’s not perfect especially with his culture and him being a busy man due to his status i think it’s fair to say he is a great dad all things considered. He loves all his children, he spends quality time with them one on one when given the chance to build personal warm relationships with them, he provides for them all anything they could ever need, and he’s a wise man that gives them advise often.