Megumi is not dead in the JJK manga. The manga continues to feature him and his adventures. The story hasn't reached a point where his character is killed off.
Sure, Megumi discovers the truth about Toji being his dad in the manga. It's a crucial plot point that brings about various changes in Megumi's storyline and his relationships with others.
Another theme is growth. Megumi's growth as a person and as a sorcerer is often tied to his relationship with Gojo. In these fanfics, Gojo's influence helps Megumi become stronger, not just in terms of his abilities but also in his emotional maturity. For instance, Gojo might teach Megumi how to handle difficult situations, which in turn helps Megumi grow. And of course, the theme of love is there. It might not be a romantic love, but the love between a father and son. Gojo's care for Megumi and Megumi's acceptance of Gojo as a father figure is a central part of these fanfics. It gives a warm and fuzzy feeling to the readers.
I'm not sure about the name exactly, but there are some fanfics where Megumi calls Gojo dad in a more action - packed setting. For example, in some where they are fighting curses together. Megumi's respect for Gojo as a father - like figure is shown through their teamwork and how Gojo protects Megumi during battles.
Maybe his dad gives a small smile and a nod. He could be a bit reserved in his reactions but still show that he appreciates Adrien's attempt at humor. He might say something like 'That was quite clever, Adrien.'
She might be devastated. Bella could go into a state of shock initially. Then, she might feel a deep sense of loss and loneliness. She could also be filled with anger towards the cause of her father's death.
If you don't want to be too direct, you can start talking about something else to change the topic. For example, start talking about your day at school or a fun activity you did recently. This might make dad understand that you're not interested in the badtime story without having to say it directly.
He should first realize that a gay story is just like any other story about people's lives. He could try to understand the feelings and experiences of the gay characters in the story. Maybe he could even learn something new about love and acceptance. If he has any questions or misunderstandings, he could do some research or talk to people who are more knowledgeable about the gay community.
As of the latest chapters I've read, Megumi is still alive in the manga. Usually, such major character deaths are significant plot points and would be well-publicized if they occurred.