How do I explain to my son that he doesn't have a dad?

I was a dumb irresponsible teenager with a traumatic childhood and I got pregnant with my son by a coworker at 19. He was not a good guy, there was no future for us, and he left as soon as my son was born. He actually fled the country, and I have no way of ever contacting him (and don't want to.) He was charged with beating up a new girlfriend after my son was born and got her pregnant before he left the country.

My son is almost 9. When he was little I tried explaining our little family in age appropriate terms. I explained that he had one dad when he was in my belly, and he'd have a dad if I ever got married. We live with my parents and my dad is actively involved in his life. He's never asked again, and now that he's older I'm worried about how to talk to him about it.

I have a lot of issues with anxiety and after a few failed relationships I honestly do not see myself ever getting married.

Do I wait for him to ask questions? Do I sit him down and have a heavy and awkward conversation?

Any advice would be appreciated. I want to do right by my son.