Hiro does an excellent job of reassuring her, but it’s still something that eats at her a little, all the way up until when the twins are born.
She’s holding her daughter for the first time and she has this powerful instinct to touch their horns together. When she does, the baby can feel the endless love and powerful desire to protect, and Zero Two can feel the baby’s recognition of this.
For the first time in her life, Zero Two feels blessed to have her horns because no one but her and her Darling can experience that kind of connection with their children.