Well during the ending Shadow does mention something about "finding family" or something along those lines from what I remember. It's been awhile so I can't think exactly what he says
. As for the mother, I think it would be either Strago's daughter, making Strago Shadow's father in law (or just the dad of his baby's mama
), or possibly Strago is Shadow's father and the mom is some random woman from Thamasa.