I think it depends on the child really - so it's hard to say.
As you are being more "accepted" now and are a "family" then there will be less reason to worry. I had DD when my 4 DSC were early teens upwards.
They lived with us full-time so were involved every day and accepted DD as sister straight away - try to avoid any mention of "half brother or sister".
All my DSCs were all welcoming and happy to have a baby sister but some bonded more than others.
DSD (13) loved it - she was studying childcare and really got "stuck in" (I hardly got a look in!), DSD (18) was off to university so had less contact but still doted on her sister, DSS (19) was a bit scared at first - he was the eldest and a bit shy - he was worried about picking up baby etc.. DSS (14) was chuffed to bits but not really hands-on. Remember everyone's different.
Also remember a 10 year old boy isn't likely to be interested in babies (yours or anyone elses) that much (in my experience) so don't over analyse a lack of interest into something it may not be - he might find babies boring, odd, etc..
I guess the attitude of the BM helps - my DH's ex was very manipulative and could be downright nasty. Fortunately the DSC knew this (she had left them and DH before we met) and although there were some low key nasty comments nothing really phased me or the family. DD is now 15 and has 4 wonderful brothers and sisters, sisters and brothers in law, six nephews and a lovely relationship with them all.
It will work out and if you include him in as many things as possible that will be even better - talk about names, make sure he has his own room, ask for help if you think he is interested - don't push it if he's not.
Try not to worry and keep yourself healthy - worrying whilst trying and/or pregnant will do no one any good.
Good luck