just watched the last episode of this, and I agree it was a very abrupt ending.
How will she be allowed to marry her 'father' anyway? As officially he is her father, and I expect he was down as such on her birth certificate. It would have caused an absolute scandal. It would be considered incest.
But his feelings towards her are really incestuous anyway (shudder) though not biologically, as he brought her up as his daughter. So maybe he won't actually marry her, just keep her (as his mistress?) and pay for the child's upbringing. Whilst pretending all the time they just have a father/daughter relationship - but the baby will cause a scandal anyway, I'd have thought? She really doesn't have many options.