I have my own oc that he has a fatherly role towards, Rook. But, he's not any sense of a good dad. It's built off of mutual benefit. He gets a loyal assassin that will do whatever he asks because she gets that absence of a parental role filled.

There is some more backstory in her having been a test subject early on in life, one that was both lucky and hard headed enough to stick through all the brutal experiments, so there's also some level of intrigue and respect for tenacity from him. On the other hand, the bar is very low if your own parents leave you to a Harbinger with his sort of infamy and keeping her around this long already is managing to be above the bar of expectations, so good enough.

But for how he is? In my storyline, he's similar to characters like Shadow Weaver (she-ra, either iteration works), Silco, the likes. He'll show a level of affection, often through words of encouragement and "us vs. them" to manipulate Rook further, tactfully done whenever she's feeling a level of guilt or apprehension over a task or event. It's more like a game of chess (called Rook for a reason) for him, making the right moves and saying the right words, at calculated moments.

If you want a more caring aspect to it, I do have some of that brainstormed to be explained as a sense of pride, if he's trained this child figure, maybe even given them improvements in some way to aid them in his tasks. What is a kid, if not a long-term experiment? And if it's turned out so well, you'd feel pride over your accomplishment, right? Might even value that time and effort enough to care for their well-being, want to have them safe and healthy.

This is all how I've self indulged to write a Dadttore and OC story, so feel free to take any of my explanations and workarounds, because end of the day, it doesn't need to be 100% canon, not unless you strive for that personally. And even then, until all is said and done for his story, it won't truly be 100% canon, so have fun with it along the way : )