Congrats on becoming a Grandpa :-)
I applaud you and your family in support of your daughter, you must have an awesome family.
The pastor in our Church is going through a similar experience. His 18y/o daughter turned up pregnant (in fact, the baby was born Monday, all 10 lbs 1 oz of him!) and we've talked a lot about it. He doesn't have the problem of the how to feel about the Father, his daughter dumped him.
Don't know if this means anything to you, but I just said a quick prayer for you, your daughter, and your family.