This is a very unorthodox and non - canon idea. However, if such a fanfic were to exist, perhaps the plot could involve Percy and Thalia having to deal with the shock and the sudden change in their lives. They might face judgment from their friends and the demigod community. But this goes against the established relationships in the original works.
It's a bit of a gray area. On one hand, fanfic is about creativity and exploring different ideas. But on the other hand, this goes against the established character relationships in the Percy Jackson series. So while some might find it an interesting and different take, others may be offended or think it's inappropriate.
There could be. Fanfiction writers often come up with all sorts of creative scenarios for characters. However, not all platforms may have this specific type of fanfiction. Some sites might have rules against certain types of content, but it's still worth checking popular fanfic hubs.
One possible storyline could be the challenges Thalia faces while pregnant in a world full of mythological threats. She might have to rely on her friends more than ever. For example, Percy could be there to protect her from monsters that target her because of her condition. Another could be the emotional turmoil she goes through, as being pregnant might change her role in the group and her own self - perception. She could struggle with how this new situation affects her goals and dreams within the context of the Percy Jackson universe.
In Percy and Thalia lemon fanfic, Percy and Thalia often have their characters explored in unique ways. Usually, their relationship might be depicted with more depth and complexity than in the original works. For example, their interactions could be centered around some special adventures where they rely on each other more. This kind of fanfic may also play with their individual powers and how they complement each other during difficult situations.
One common theme could be the challenges and joys of impending motherhood. It might explore how Thalia copes with the physical and emotional changes. Another theme could be the reactions of the people around her, like her friends and family.
Archive of Our Own (AO3) is a good place to start. It has a vast collection of fanfiction. Just use the search bar and type in relevant keywords like 'Percy', 'Thalia', and 'pregnant' to see if there are any stories that match.
One possible plot could be that Thalia has to deal with the shock of the unexpected pregnancy. She might struggle with how it will affect her life as a demigod. For example, she may worry about how she can continue her duties while being pregnant. Maybe she'll also face judgment from some of her peers in the demigod community. She could then start to think about the future of the baby and whether it will inherit her powers or face the same dangerous world she has.
There's also a chance that it could be a god in disguise. Gods have been known to have relationships with mortals and demigods. So perhaps a god took on a human form and had a relationship with Thalia, resulting in the pregnancy.
A fanfic that stands out is 'The Trio's Trials'. This one is interesting because it not only focuses on their physical adventures but also their emotional growth. We see Percy dealing with his leadership role, Thalia coming to terms with her past, and Nico learning to open up more. The character development throughout the story is quite engaging.