His friends would be very concerned. Gray, for example, might try to physically stop Natsu from drinking more. Erza would likely be more gentle and try to talk to him, to make him understand that getting drunk won't bring Lucy back.
One possible plot could be that Natsu is completely devastated by Lucy's death. He turns to alcohol as a way to numb the pain. His friends might try to reach out to him, but he pushes them away in his grief. He could start having flashbacks of their adventures together while drunk, which makes his pain even more intense.
Natsu's friends would have a range of reactions. Lucy would be distraught, her face pale with fear as she kneels beside Natsu. Gray would clench his fists, his eyes filled with rage as he scans the area for the shooter. Erza would be the voice of calm and reason, though her hands would be shaking slightly as she tries to stop the bleeding. Happy would be flying around in a frenzy, screeching in distress. They would all be united in their determination to save Natsu and seek justice for what has happened.
Erza would probably be very protective. She would make sure Lucy has everything she needs and would be strict about her safety. Gray might be a bit awkward at first, but then he'd be supportive. Happy would be over the moon. He'd constantly be around Lucy, bringing her fish and trying to cheer her up. Wendy would be excited and would offer to use her healing magic to check on the baby's health regularly.
Lucy might be heartbroken. After all, Team Natsu was like a family to her. She could initially go into a state of shock and disbelief. Maybe she would try to plead with the team to let her back in, explaining that whatever they thought she did was a misunderstanding.
Their friends in the guild would likely be very supportive. Happy would probably be over the moon, flying around them and chirping happily. Erza might give them a stern but warm look and offer some words of advice about maintaining a healthy relationship. Gray would probably make some snarky comment at first but deep down be happy for them. And Wendy would be all smiles, seeing two of her favorite people find love with each other.
Natsu would likely be extremely guilty. He might immediately stop whatever he was doing and rush to Lucy's side.
Their friends would likely be shocked at first. Happy for them, but also a bit worried. Erza, for example, would probably be very protective. She might start giving Lucy all sorts of advice on staying healthy and safe during the pregnancy. Gray might be a bit awkward around the whole situation at first, but would eventually warm up and offer his support in his own way, like helping Natsu with any odd jobs or tasks so he can focus on Lucy.
Natsu might be initially shocked and confused. He's not the type to expect rejection, so he could be at a loss for words at first. For instance, he might just stand there with his mouth open, not believing what he just heard.
Well, in many fanfictions, Natsu might initially be in shock. He's a passionate character, so he could react with anger. He might lash out at Lisanna or the person she cheated with. He could also go into a state of self - doubt, wondering what he did wrong.
Well, Natsu is a passionate character. He could react with a lot of excitement. He might pick Lucy up and spin her around, laughing and saying how amazing this is. Or, he could also get a bit worried and start asking Lucy all sorts of questions about her health and what they need to do next.