User blog comment:B214/Volume 23 discussion blog/@comment-31764731-20170419212431/@comment-79.25.167.4-20170419223739

We don't know if he will become a Maou, but Venelana implied that Sirzechs doesn't have a harem because he is a Maou, so I don't think Issei would become one.

Techically, as we read until now, the one who becomes part of a House through marriage take the surname of the partner, so technically he will be Issei Gremory. They clearly said that he will be the one who will formally enter in Gremory family formally.

However there is a case who make me think that it could happen something else. I mean, why Grayfia last name is not Gremory? She married Sirzechs Gremory, even if he changed his surname after he became a Maou, his son is still a Gremory, so why she doens't have his last name? The only explanation I can find is the fact that Grayfia doesn't like to be considered as a wife while she and Sirzechs are "working".