Vilkas was content with being with Triss even though she is Dragonborn and a Breton mage. It still doesn't bother him as much as having finally heard the news that he was going to be a father.
The two still are members of the Companions although she is the Harbinger along with her other titles of Arch-mage, Listener for the Dark Brotherhood, Nightingale, and leader of the Thieve's Guild and all around good friend and healer. It's been a year since Alduin's defeat and she's happy to be finally able to add the title of mother to her list.
Lydia was happy as a school girl when she heard the news, after being given a chance to join the Companions, which she quite happily took too. And the others were also pleased with the information when it had come time for Triss to deliver the baby. A midwife from the Temple of Kynarth was there to help her and things went well until there were some problems with getting the babe born.
The Dragonborn gave birth to a happy go lucky healthy baby girl she named Azura Shadowmane. Vilkas knew there were problems even before the midwife told him that his wife had lost the fight with the blood loss but not before she pushed their daughter out hard and fast. They buried her the same way that they did with Kodlak Whitemane and her ashes were scattered upon the wind, and well, Vilkas hasa daughter to raise while managing to keep the others in line.