Allison Williams and Alexander Dreymon Welcome First Baby, Son Arlo: 'Over the Moon,' Says Source

The couple began privately dating during the COVID-19 pandemic

NEW YORK, NY - MAY 21: Allison Williams visits the SiriusXM Studios on May 21, 2019 in New York City. (Photo by Taylor Hill/Getty Images); NEW YORK, NEW YORK - NOVEMBER 26: Actor Alexander Dreymon visits Build Series to discuss the BBC America series 'The Last Kingdom' at Build Studio on November 26, 2018 in New York City. (Photo by Gary Gershoff/Getty Images)
Photo: Taylor Hill/Getty; Gary Gershoff/Getty

Actress Allison Williams and actor Alexander Dreymon have started a family together.

Multiple sources have confirmed to PEOPLE that the pair welcomed a baby boy named Arlo this past winter. The trio was recently spotted on vacation with their family, including her father, newsman Brian Williams, at a private resort in Abaco in the Bahamas.

"They seemed to be very happy and very much in love," says a source.

Williams was also wearing what appeared to be an engagement ring. Reps for Dreymon and Williams declined to comment.

According to the source, the two initially met while filming the 2020 thriller Horizon Line but have been together since the end of 2019. "They are both private people individually, and they made the decision to keep this happy news to just a small circle of family and friends," says the insider. "But they're over the moon."

Never miss a story — sign up for PEOPLE's free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer, from juicy celebrity news to compelling human interest stories.

Variety Criminal Justice Reform Summit, Arrivals, Los Angeles, USA - 14 Nov 2018
Katie Jones/Variety/Shutterstock

Williams, 34, was previously married to Ricky Van Veen. The two split after nearly four years of marriage in the summer of 2019.

This past summer, Van Veen married his girlfriend of two years, Caroline Kassie. "I think it's one of those things where Allison and Ricky are both with their forever people now," another source told PEOPLE. "They remain on good terms, but everyone who knows them agrees that it was for the best."

Despite becoming a couple during the COVID-19 pandemic, Williams and Dreymon, 39, "haven't been hiding or anything," adds the source. "They've just been doing their best to keep a low profile."

Dreymon is best known for playing Uhtred of Bebbanburg in the Netflix series The Last Kingdom, which recently wrapped filming in Hungary. Williams, who starred in Get Out and HBO's Girls, will next be seen in Universal's M3gan due out sometime in early 2023.