Definitely fiction. Downton Abbey creates a fictional world with made-up characters and events, although it may draw inspiration from historical periods and social contexts.
It could strengthen her bond with her sisters. They might be more protective of her and become closer as they anticipate the new arrival. For instance, Mary could put aside her usual reserve and be more openly affectionate towards Sybil.
In a fanfiction, Sybil's pregnancy might lead to her exploring new ideas about motherhood and how to raise a child in the upper - class society of Downton Abbey. She could start challenging some of the traditional norms. For example, she might want her child to be educated in a more progressive way than what is typical for the Crawley family.
Fiction. While it draws on historical context, a lot of the specific storylines and characters are fictional. The relationships between the Crawley family members and the servants are often dramatized for entertainment. The individual dramas, like the love affairs and family feuds, are mostly made up to create an engaging plot. For instance, not every aristocratic family had the same kind of family secrets and romances as the Crawleys in the show.