Madagascar is purely fictional. The story and characters were invented by the creators to provide an enjoyable and imaginative adventure for the audience. There's no real-life basis for it.
Well, a fanfiction about Joey in love in 'Penguins of Madagascar' could be really interesting. Maybe Joey falls in love with a new character introduced in the story, like a female penguin from a different colony. They could meet during an adventure, and Joey is instantly smitten. He might then try to impress her with his unique skills, like his ability to find the best fish in the ocean.
There could be many fanfictions about Baby Alex from Madagascar. It might focus on his early days in the zoo, his interactions with other animals there. For example, it could describe how he played with the other young animals, or how he first discovered his love for dancing.
The 'little hans story' is often a case study in psychoanalysis. Little Hans had a phobia, which was analyzed by Freud. One aspect is that it showed the Oedipus complex in a child. Little Hans was afraid of horses, which Freud related to his repressed feelings towards his father.
Their relationship would likely become more solid. Having a baby together means they have a new shared responsibility. They would have to rely on each other more, like when taking care of the baby at night or making important decisions about the baby's future.
It might start with a chance encounter. They see each other in a new light and gradually start to develop feelings. Their relationship develops as they exchange kind words and small gestures of kindness.