One common theme is the clash of different power systems. Since Nalu comes from Fairy Tail with magic and Naruto has ninja abilities, seeing how they interact and compare is often explored.
Adventure is also a big theme. Nalu is often thrown into the middle of Naruto's world and they embark on adventures together. Whether it's exploring new lands in the Naruto world, or facing off against new threats, the sense of adventure is always there. This includes things like going on missions, exploring ancient ruins, and more that both Fairy Tail and Naruto are known for.
One common theme is the struggle between Natsu's vampiric nature and his love for Lucy. His vampiric instincts might drive him to do things that could potentially harm Lucy, and he has to constantly fight against that. Another theme could be the mystery surrounding his transformation into a vampire. Fans often write about how it happened and what it means for his place in the Fairy Tail guild.
The anticipation of the new life is another theme. Writers often describe how they both look forward to the arrival of their baby. They might dream about the baby's future or argue about baby names.
One common theme is domestic bliss. Writers often explore how Natsu and Lucy create a warm and loving home together. For example, they might show Natsu bringing home little trinkets for Lucy or Lucy cooking a special meal for Natsu.
One common theme could be young love. Since it's set in highschool, Nalu's relationship would be in its budding stage. Another theme might be friendship groups and how they influence Nalu's relationship.
A very prevalent theme is the idea of 'opposites attract'. Natsu is hot - headed and impulsive while Lucy is more level - headed and organized. Fanfictions play with this dynamic a lot. Also, the theme of sacrifice is common. They are often willing to sacrifice for each other, which shows the depth of their love.
Love and friendship are common themes. Often, the relationships between the characters are explored in depth, whether it's a romantic relationship or a strong bond of friendship.
I can't really focus on the 'lemon' part as it may involve adult - oriented themes. For the 'nalu police' part, often you'll see themes like justice and protection. Natsu and Lucy might be involved in chasing down bad guys, and in the process, their bond as partners (and potentially more) grows. There could also be themes of loyalty, not just to each other but also to the police force they belong to.
One common theme is the exploration of their relationship in different time periods. For example, seeing how their feelings for each other might have developed differently if they had met earlier or later. Another theme is the idea of changing the past to affect the future. In many nalu time travel fics, they might try to prevent a bad event from happening in the past, which could have a huge impact on their present world.
Another theme might be the unexpected situations that occur due to their drunken state. For example, they could end up in a place they've never been before or get involved in some comical misunderstandings. Also, the 'lemon' aspect might imply a bit of a more mature exploration of their relationship, like a new level of physical closeness or attraction that is explored in a tasteful way in the story.
One common theme could be family. Since it involves 'baby Lucy', it might explore how Natsu and Lucy build a family together. Another theme could be adventure in a new way, like how they protect their baby during their adventures.