Yes, he is still with Fox 5 in NYC.
He is moving to the 6pm and 10pm News Anchor position. I just viewed a video on the foxny website - where Greg said farewell to Rosanna, Mike, and the rest of the team. He thanked some technical people (Behind the Scenes) as well as thanking his news team (especially Rosanna Scotto).
So, he's not on in the morning anymore - he's going to evening news coverage.
Dave Price is taking over for Kelly from 7 - 10 in the mornings.
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Greg is in New York on "Good Day New York" on WNYW-FOX 5 from 7am - 10am with Rosanna Scotto.
Greg Kelly is on the morning new in NYC. You can watch him live on the web.
http://www.myfoxny.com/
http://www.myfoxny.com/dpp/about_us/personalities/Greg_Kelly
No Greg Kelly is not married
Kelly is on Fox News as an anchor on the weekends and does reports from Washington D.C.
As of 2014 there is not mention of anything happening to Megyn Kelly. She took some time off to have her child but is still a host on FOX News.
Greg O'Neill.
Megyn Kelly has long identified as a Republican; she is a former attorney, and has stated in interviews that she is a conservative. However, she seems to be a moderate on certain issues, such as equal opportunity for working women.