In the manga, Tanjiro and Kanao don't end up getting married. The story focuses more on their battles and character development rather than romantic pairings.
Her parents might be shocked at first. But knowing Zoey, they would probably come around and be very supportive. They could offer to help her with any financial or practical matters. For example, her mother might come to PCA to stay with her for a while and make sure she's eating well and getting enough rest during her pregnancy.
Penelope's sisters could have a range of reactions. One sister might be sympathetic and offer her support, understanding that Penelope is in a difficult situation. Another sister could be jealous, perhaps thinking that Penelope is getting all the attention or that this will overshadow her own prospects in the marriage market.
Some family members may try to convince her to leave the gang. They might offer her support and alternative paths in life, like getting a job or going back to school. However, others could be too scared to interfere due to the potential danger from the gang.
One great tanjiro and kanao fanfiction could be where they go on a journey together to find a rare herb for an ailing comrade. In this story, their relationship deepens as they face various obstacles in the forest.
He would probably be quite amused by some of his past antics. For example, his constant pranks on Iruka-sensei. But at the same time, he'd also see the pain he carried from not having his parents and realize how that influenced his actions. He might react with a bit of regret for some of the stupid things he did out of loneliness, but also be glad that those experiences made him who he is today.