Interesting story. I think that if any mortal became a God, there is a chance that one's original sexuality would matter less & less; but more the human's soul would be attractive.
Nico becoming God of Nightmares under Hades is a great idea. Especially when you consider his skillset as a son of Hades. Not all can be metal detectors like Hazel.
I could see Nico stalking humans after his original friendships/individuals have passed on. But it would be hilarious if the reason she could see through the Mist and was named AFTER HIMSELF by his own old friends trying to keep the memory of Nico alive, long after them and their children pass. I could see Percy/Annabeth or Jason/Piper using Nico in boy or girl forms as perhaps a middle name. Soon it becomes a family name. It would be interesting if Jo chose her own fate by changing her middlename into a last name. It would make her acceptance of the situation make a little more sense.
Just a thought. Hope you consider continuing!