It could be that Lucy leaves Fairy Tail because of a personal quest she has to undertake. This quest might be related to her family or her past, and she feels that she has to do it alone without the support or interference of the guild. She may plan to return once she has completed this important task.
One possible plotline could be that Lucy uses her charm and intelligence to plan elaborate schemes to get Natsu's attention. For example, she might invite him on special adventures that are just for the two of them, where she can show off her skills and bond with him more deeply. Another could be that she gives Natsu special gifts that are meaningful to him, like a scarf she made herself which has some magical protection. Or perhaps she starts dressing in a way that she knows Natsu will find appealing, not in a vulgar way but in a way that highlights her beauty and confidence.
Perhaps they leave because they feel underappreciated in Fairy Tail. They might think that their skills and contributions are not being recognized enough, so they decide to go off on their own to prove their worth elsewhere. They could start their own small guild or join another existing one that values them more.
One possible plot could be that Lucy and Juvia leave Fairy Tail to go on a self - discovery journey. They might want to explore their individual magic powers more deeply without the constraints of the guild. Maybe they travel to different magical realms, meet new characters, and learn unique magic techniques that they can bring back to Fairy Tail later.
She may learn new spells. There are many types of magic in the 'Fairy Tail' universe. Lucy could encounter a reclusive mage during her training journey who teaches her a long - lost spell related to her Celestial Spirit magic. This new spell could give her an edge in future battles against dark guilds.
One possible plotline could be Natsu turning dark due to some external dark magic influence and his journey to regain his former self while away from Fairy Tail. Maybe he teams up with some unexpected allies.
Another scenario could be that in a battle against a new, extremely powerful foe, Lucy is caught in a crossfire between two massive magical attacks. Despite her friends' attempts to protect her, she gets fatally injured and dies. This would have a huge impact on the other characters in the Fairy Tail guild, leading to themes of grief, revenge, and moving on.
It could be a new character introduced specifically for the fanfiction. Maybe a powerful mage who has a vendetta against Lucy and somehow manages to drive her out of Fairy Tail by causing trouble for her within the guild.
It could be that there are some internal issues within Fairy Tail that make her leave while being pregnant. For example, there might be a prophecy or a curse that she believes could harm her baby if she stays. So, in order to break free from that potential threat, she decides to leave. Also, she may be facing some personal conflicts with other members of Fairy Tail regarding her pregnancy, like some not being supportive or having different views on how she should handle it, which ultimately drives her to leave.
The power balance in the fanfiction world could be different. Without Lucy, Fairy Tail might lack some of the strategic and magical capabilities she would have brought. At the same time, Lucy could be a major force in another part of the fictional world, changing the political and magical landscape there. It also means that the relationships and story arcs that typically involve Lucy in the original Fairy Tail story will be completely different, creating a whole new set of stories and interactions.
A powerful magical being from another dimension could be the main antagonist. This being senses the departure of Lucy and Juvia from Fairy Tail and sees it as an opportunity to invade their world. It tries to stop the two girls from getting help or finding a way to stop it, as they are two of the most powerful mages outside of the guild protection now.