A/N: many apologises for not posting this when I had completed the story, but funnily, I couldn't find which one was the updated one (the problem of having two computers that I work on) I tried to give clues to the identity of Nick's father, without giving too much away, so not sure how well I did. However, these were initial clues I gave throughout; some picked up on it, some may not have.
Hope you enjoy!
Clues to Nick's father (Donatello)
Prologue - Nick is too late in saving one of the turtles (while no names are mentioned, it is clear that Donnie is the one who has been attacked)
Chapter 1 - Nick's reaction to the PD about to attack Donnie; again while not mentioned in whole, it's determined that Nick roughed up the PD pretty badly.
Chapter 2 - Nick looks to Donnie, not Leo, on getting entrance to the lair.
Nick begins to pace, something he had picked up from his father. Donnie is shown to pace when he is thinking or nervous. THis appears later after Nick reveals Don is his father (Don starts to pace).
Don gets nervous when Leo states he will go to Edo to find answers. This is because Dell, Don's ex (and Nick's mother) is in the land. This is also foreshadowed in the first chapter, when Don complains about everyone's attention on him.
Chapter 3 - When Leo is in Edo, he mentions that his younger brother has spent more time there than he has.
The guards, while not familiar with Leo, let him and Usagi through as they know his brother. This is to show that Don spent much of his time here, while with Dell.
The introduction of Princess Dellandra; her comment to Leo about how the guys were, which Leo attributed to her wanting to know how Don was.
Nick is especially excited about being in his room. As Splinter has pointed out, it could be no one but Don, as Raph was in the dojo, MIkey was showing him around, and Leo was off world. He also spends some time gazing at Don's first bo and his preoccupation with Donnie's lab.
This is the first time Nick calls Donnie by his full name. Later, in speaking about his father, Nick will use Donatello, where when speaking about his uncles, he uses their nicknames (Mike, Raph, Leo)
Chapter 4 - During Nick's fight with April, he spends his time overthinking her approach and is nearly hit. Don also has this problem, where he tends to think before acting, which sometimes is his undoing.
Probably the biggest signs appear when Nick and Don are within Don's lab - Nick mentions that he also enjoys chemistry;
his makes a heavy emphasis on 'uncle' (a slip by the author; this should have been father, but removed because it seemed obvious who Nick was speaking of); Nick says that his field is Nano-tech (something Donnie is also interested in) and that while his uncle enjoyed biophysics(which is foreshadowed into the preceeding paragraphs, he enjoyed all sciences (which Donnie does)
When asked if his uncle and father were close, Nick states they were one in the same (meaning that his decription of his uncle and father are the same person - Don)
NIck's apparent guilt and heartsickness at breaking one of Don's viles (something that is sacred for him)
Chapter 5 - Another blatant and obvious clue: when Master Splinter asks for his full name, Nick replies that it is 'Niccolo', which is the full name of the artist his father is named after (Donatello di Niccolo di Betto Bardi). This is why Splinter says, "of course it is."
Chapter 6 - In Don's explanation, Nick shares DNA with a turtle and someone who had the ooze from the Utroms. Both Leo and Mike mention that it means his mother is one of the turtles from Roshi's domain. This is foreshadowed (though also combines previous elements) later when Nick states that his parents are Princess Dellandra and Donatello.
Nick is much more nervous presenting Donnie with breakfast than he is with Raph and Leo.
Nick says that Mikey's hyperness is one of his 'secret mutant powers'. THis was a line stated by Donnie to Leatherhead in speaking about Mikey's ability to annoy.
In speaking to Mikey, Nick mentions he tends to be a bit curious, which Mikey states "curiousity killed the cat" and that he's heard it just recently. This is a past reflection, as when Mike asks what happened between Donnie and Dell,
Don tells him curiousity killed the cat (was supposed to be mentioned in chapter 9, but never was)
CHapter 7 - Raph thinks that Donnie had a chance at love, but then it was taken away. This foreshadows (and brings togehter) the fact that Donnie was seeing Ito Dellandra, but the two had broken up.
Chapter 8 - Nick reveals to Leo how they are related. It is only when Leo realizes that he, Mike, and Raph are his uncles meaning no one else but Donnie could be his father.
In his explanation, Nick states his name - Hamato Niccolo di Roshi, honoring both his father and granfather. His TITLE is Prince Niccolo di Roshi of Edo.
Chapter 12 - Star Wars fans may have gotten the reference to Return of the Jedi. When Renet tells Nick and the guys the truth, her dialogue between Nick is in reference to Obi-Wan's explanation to Luke regarding his father's fall and rise as Darth Vader.
Clues to Renet's relation to the turtles (married to Mikey)
Chapter 3 - While not named, Renet visits Dell in the land of Edo. It foreshadows her later meeting with Dell, who greets her as 'big sister'.
Chapter 4 - Renet mentions that Nick is her nephew, hence why she doesn't want to hurt him.
Renet mentions that she hadn't thought she'd be happy like this with her husband, as she thought she'd marry someone else. This (which is fully explained at the end) is in reference to the crush she had on Donnie. SHe is surprised, as she ends up marrying Mikey, Don's brother.
In meeting with 'her majesty' (Dell), the princess admonishes Renet for calling her son a bastard, in regards to Nick.
Renet mentions that she's head stories about Nick's father being insanely curious; in most fan fics, Donnie is said to very curious, even as a baby.
Chapter 6 - Renet mentions that she loved and respected Nick's father. This is in reference to the fact that she had a crush on Donnie (and the reason she ends up with Mike, discussed in the final chapter)
Chapter 7 - Renet tells Leo and Donnie to tell her husband to stop watching cartoons; this is a direct reference to Mikey
Foreshadowed events (those in WHOW)
Donnie mentions in Chapter 11, that he wouldn't mind a having a girl, a joke in reference to Nick saying in this time that he could be a girl. In What Happens Off World, Don and Dell's first child is a girl, named Kimiko (after Dell's mother)
Donnie is saying goodbye to his wife and daughter. He goes into the nursery to say goodbye to his newborn son, Nick, who is named after his deceased son from another dimension. He is named exactly the same.
Nick mentions that a cousin of his named Benji is usually responsible for the two of them getitng into trouble. He mentions to Donnie that Benji is Leo's son in his time; in the present time, Benji is Benjiro Mou, who is Cat Mou's son. She will later go on to marry Leo, making Benji he's step-son.
At the end of Yuku, Renet removes her engagement ring and hands it to Leo, telling him to give it to Mike. This is the ring in which Mikey proposes to Sammi (thought, but never mentioned. This was supposed to take place, but the author didn't -or rather forgot- to include it)