I really don't know. There are so many manga out there. Yuki's choice could be anything from a fantasy epic to a slice-of-life story. Maybe you can look for manga-related items around Yuki to get a clue.
It depends on the specific fanfiction. There are countless fanfictions out there, each with its own plot and take on the relationship between Yuki and Luka. Some may focus on their friendship and not include a kiss at all, while others might have a more romantic storyline that could involve a kiss.
In fanfiction, the idea of Zero and Yuki being pregnant can be explored in various ways. It might involve a complex plot where their relationship has developed to a point of starting a family. For example, it could be set in a world where they have overcome many obstacles together, and the pregnancy represents a new chapter in their lives, full of hope and new challenges.
It depends on your tolerance for spooky things. Some people find any ghost story scary, while others might not be as affected. The way the stories are told, the atmosphere created, and the specific elements in the Yuki Ghost Stories all contribute to how scary they are.