One challenge would be acceptance from their respective communities. The heroes might not accept Nightwing being involved with Harley, a former villain. And the villains might see Harley as a traitor for being with a hero. Another challenge could be protecting the pregnancy from their enemies who might want to harm them or use the baby for their own gain.
Well, the plot could involve a strange experiment that causes Harley Quinn to become pregnant. Nightwing gets involved because he's trying to figure out what's going on. As the story progresses, they have to deal with villains who want to use the baby for their own evil purposes. They might also have to deal with their own personal issues, like Harley's past relationship with the Joker and Nightwing's loyalty to Batman.
The emancipation of Harley Quinn has been depicted as a comic. It explores her character development and story in that medium. There are various storylines and art styles that contribute to the overall narrative.
Harley Quinn's sexuality in the comics isn't strictly defined as gay. It varies across different story arcs, with her showing interest in characters of various genders.