Well as shown in Volume 3 of the light novel...
Spoiler for (Warning VOLUME 3 takes place after Episodes 13 of the anime):
He is obviously not unfailing. And he does have feeling for Horo, as shown in his discussion with Miss Deanna.
"“Pagan deities and humans...uh....are there legends of any becoming a pair?”
If Deanna were to ask why he brought up this question, Lawrence would be completely unable to reply.
Even so, Lawrence still wished to ask it, ignoring the risks.
When Horo said in tears that she had become alone, she had mentioned that if she were to have a child, that would make two people.
If something like this could possibly happen, Lawrence wished to pass the information to Horo, so that she could continue to hope.
Hearing such a random, out-of-the-blue question, Deanna appeared somewhat caught off guard. However, she immediately resumed a serious expression.
And replied slowly:
“There are many.”
“Really?”
Lawrence could not help asking jubilantly. "
Whether Horo will return these feelings, we'll have to wait for the translators to finish, or I'll need to learn Japanese.
I could not help but smile wryly during this scene. and Laurence's Reaction...