The rogue could be a disgruntled ex - knight who was wrongfully banished from his order. He sees kidnapping Lucy as a way to get revenge on the kingdom or the people who wronged him.
Perhaps the rogue is hired by an evil force to kidnap Lucy. She could be the daughter of an important figure or a person with unique abilities that the evil force wants to use against the good side. As the story progresses, Lucy could try to escape or even try to turn the rogue to her side by appealing to his better nature.
Lucy, on the other hand, might become more independent yet also more vulnerable. She is used to being strong on her own, but now she has to rely on Rogue and others more. This pregnancy could also strengthen her magical powers in some unexpected ways as her body is changing due to the pregnancy.
One idea could be that Rogue discovers Lucy is pregnant and is initially in shock but then becomes extremely protective. He might start learning about how to take care of a pregnant woman and the coming baby. For example, he could read books on pregnancy and baby care in secret.
Lucy is also a possibility. She is intelligent and has a big heart. She could understand Future Rogue's situation and offer her support, whether it's through her celestial spirit magic or just her moral support.
Often, in 'Lucy and Rogue kiss fanfiction', there is a theme of overcoming obstacles. This could be things like differences in their personalities or social status within the fictional world. The kiss then becomes a symbol of breaking through those barriers. There may also be a theme of self - discovery, where through their relationship, both Lucy and Rogue learn more about themselves.
A possible plot could involve a dark magic that starts affecting Fiore. Lucy discovers some ancient texts about it, and she realizes she needs the help of Sting and Rogue. They go on a journey to find the source of this dark magic. Along the way, they encounter many enemies. Sting and Rogue use their Dragon Slayer magic to fight, while Lucy summons her Celestial Spirits. As they get closer to the source, they find out that one of their old enemies has returned and is using this dark magic to seek revenge. Together, they combine their powers to defeat the enemy and save Fiore.
The Brotherhood of Mutants could also be antagonists. They might view the pregnancy as a sign of the X - Men becoming too domesticated and vulnerable. They could launch attacks on the X - Mansion in an attempt to disrupt Rogue and Logan's new - found family situation.
It could be another dark guild. They might be using Gray as a pawn to kidnap Lucy, perhaps because they know of her celestial spirit magic and want to use it for their own evil purposes. Gray may not be fully aware of their manipulation.
It could be a new, powerful dark wizard who has a grudge against Fairy Tail. This wizard might manipulate Natsu into kidnapping Lucy to create chaos within the guild. The dark wizard could be after some powerful magic that only Lucy can access, and by kidnapping her, they hope to force her to give it up.
One possible plot could be that Rogue somehow gets transported to Lucy's world and they have to figure out how to get him back. During this time, they start to understand each other better. Lucy might learn about Rogue's past and his struggles, and Rogue could see the kindness and strength in Lucy. They could develop a friendship or something more as they face various challenges in the Fairy Tail world.