Do wiki Highlander :
Sterility is one of the main characteristics of Immortals. When female Immortals are pre-Immortal, they menstruate just like other women. After they become Immortal, however, they don't. This is because of the spontaneous healing qualities of the Quickening. The blood and tissue lining of the womb is unable to form, because the tiny blood vessels that supply it are unable to rise to the surface and open up. Also, ovulation is impossible, because the ovaries are also affected by the Quickening. A pre-Immortal woman can't have children because the Quickening is so strong and concentrated, even before the onset of pure Immortality, the ovaries are unable to release the ova.
Informações sobre esterilidade masculina são um pouco mais ambíguas:
Male Immortals are sterile because the concentration of the Quickening interferes with the mitochondria in the sperm cells. The mitochondria are the things that give the sperm energy. The Quickening increases their energy to such a degree that it destroys the enzyme on the head of the sperm, making them unable to penetrate an egg cell to fertilize it.
Que (como o OP apontou) não diz diretamente sobre a fertilidade dos pré-imortais.
Parece que em o roteiro original imortais em geral deveriam ter filhos (citação obrigada para @Richard)
I have served in the armies of twelve nations, married nine women, fathered thirty-eight children and buried them all.
mas foi removido do filme e foi substituído por esterilidade.
Agora, com relação à questão de Masamune: se de fato os machos pré-imortais podem ter filhos, então ele poderia ter uma filha,