They all share the bed, even though Kaoru is pregnant. Leo's done some magic, and he's sure the baby is Kouga's, a child for the Saejima family line, not his. Their relationship is frowned on by the Senate, but neither Leo nor Kouga care, and at least they're getting a baby out of it. A continuation of a family line. If it's a girl, they've agreed, Leo will teach her magic and how to be a Makai Priestess; if it's a boy, Kouga will raise him as a Knight.
Kouga's name is the name on the marriage record. Leo isn't precisely married to either of them, but it really doesn't matter. Maybe Kaoru will someday bear a child that will take his surname, but he's not sure it wouldn't be a bad idea to let it die out. Some other child can be Rodo; it doesn't have to be his.
Kaoru, he knows, sometimes worries. It's part of being the only non-Makai in the trio, the only person who doesn't have magic and can't wield a sword. Her weapons are a paintbrush and a sense of when to get out of the way when everybody else is fighting, how to keep out of the danger that she inevitably finds herself in because she attracts the weird and because she lives around them.
But without her, Kouga wouldn't be as human as he is; without her, Leo wouldn't be able to get over the death of his brother, the loss of his brother's girlfriend. Kaoru still reminds him of Mio, sometimes, but the pain is slowly receding. And Kaoru probably would have been long dead, splashed with the blood of a Horror two years before Leo ever met her, had Kouga not intervened.
"Leo," Kaoru says, quietly, as if to not wake up Kouga, "Is the baby all right?"
He doesn't doubt that Kouga is aware of their conversation, no matter how whispered it is and how much she's in the middle. She always is, surrounded by the two Knights to keep her safe. He can't bear to lose her, and Kouga can't, either.
"I think it is," he says cautiously. "Don't worry, Kaoru. My magic will tell us if anything's gone wrong. Go back to sleep."
He doesn't blame her for not trusting him, not completely. He and Kouga have lied to her to keep her safe, and she's not beyond reminding them that she doesn't like being lied to.
But she's precious to both of them. He's heard how she asked to die, with Messiah using her as a gate, someone to possess, and Kouga refusing to do so. Kouga loved her when he met her and so did Leo. They'd both protect her with their lives, and woe betide anybody who hurt her. Likewise, he'd give his life up for Kouga, if needed, and he knows Kouga would do the same for him.
It's all part of being a family, albeit an unusual one. They've all lost their own and found one in each other, and only death will do them part.