It's the other common question I get.
The short answer is "because he is." When I conceived the character, he was gay. It wasn't a conscious decision. He just is.
Now for the longer answer.
I've been a fanfic reader/writer for well over a decade, and I enjoy slash (male/male stories). Always have. It's not just because the idea of two guys getting it on is hot (though it definitely is). I like the different push/pull dynamic of love between two men. Men can be all about the sex, but they can explore feelings as well. The trick as a female writer is to let them explore emotion while still being men. It's a fine line, and I love writing it. I love reading it when it's done well.
I'm not so in love with explicit sex scenes. Again, when they are done well, they are great. But most male/male sex (and most male/female sex as well) is all caught up in how body parts fit together. Boring! As are the endless attempts to come up with yet another word for penis (which is one of the least romantic words in the English language).
So I wanted Dafydd to be gay because I could play around with some of this. Slash fanfic writers LOVE stories where one guy is gay and the other isn't. It gives lots of room for "is he interested in me?" "why the hell is he interested in me" and "what do I do about the fact that he's interested in me?" None of that requires sex, by the way, at least not written out in blow-by-blow fashion.
Dafydd is gay. Definitely. Not even slightly attracted to women, though he does recognize beauty when it crosses his path. I've got a scene in one of the books where Dafydd notices an attractive woman and then jokes with the reader that he can appreciate it even if he doesn't want to go to bed with it.
Paul is the question here. In Haunted Vampire, we learn that he was in love with a woman 30 years ago. And in good vampire fashion, killed her. Watch out, Dafydd! But there are hints that may not be the end of it. And always remember, gentle readers, that the fun part about writing in the first person is that your narrator can be unreliable. Dafydd may be seriously in denial. Or not.
In Book 3, which I'm currently working on, we learn Paul's historical identity. I will say that the historical figure who "became" Paul was married and had kids. I've also tried to be sensitive to the descendants of that historical figure. I haven't messed with the real Paul's sexuality. I didn't have to. He's had more than 100 years to change, in any direction I'd like.
When I started writing the series, I knew I wanted to have fun with sexual tension, and I've done that. Not as much as I thought I would. Fanfic can be endless examinations of emotion. Commercial fiction usually needs a bit more substance, so I've focused on the action and character development (non-sexual). But I've tossed in some tension. I finally decided whether or not they are getting together (and no, I'm not telling now).
When I started writing, Dafydd was a bit more defined in my head by his sexuality and what I wanted to do with that. I wanted to write a story where a gay character was noteworthy for something other than being gay. I think I've done that. Actually, I know I've done it. By the time I finished writing the second book, I just loved both of them. Gay, straight or in-between didn't matter. These guys are great. I love them, and their sex lives, or lack thereof, are secondary to everything else about them. Maybe even tertiary.
So there's the long answer. Maybe more than you asked for, but I've never quite written it out like that, and I'm glad I did.