He is all proud of her during that scene in IM2. I mean, she practically preens. It's freaking adorable in a "holy crap, both of these people can kill me with a pinkie finger" sort of way.

I like that headcanon about Natasha and Fury. It's affecting this scene I'm working on right now (tentatively called "The Unexpected Struggles, Lack of Sleep, and Fishy Smell Joys of Parenthood").