If you read through a few topics in this area you'll find the answers, but I'll give a quick answer to your questions.
Jazz doesn't have a dad or a father, she has a sperm donor. No it doesn't bother me that she doesn't know the sperm donor. I hope she chooses to meet him when she is older though, because he gave us the gift of a daughter and she gave a portion of her genetics so it'd be nice for her to meet him and I'd love to say thanks.
I don't worry about her ending up with a partner who could be a sibling. It obviously won't be unknown that she has a sperm donor, so it's one thing she'll have to be aware of. But not necessarily more aware than myself, since my mum is adopted and doesn't know all of her biological siblings so i don't know my cousins.
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