There are many interesting fanfictions on this topic. Some might focus on how they deal with the pregnancy in the dangerous world of vampires and werewolves. For example, they could be facing threats from other supernatural beings who see their unborn child as a threat or a powerful asset.
Another theme is protection. Given the dangerous nature of their world, protecting the unborn child from various threats is often a central plot point. Enemies might try to harm the baby because of its potential power or to get revenge on Caroline and Klaus.
Caroline as a human in fanfiction with Klaus can create a really interesting dynamic. It allows for exploration of how a human might interact with a powerful vampire like Klaus. For example, she could be a source of light in his dark world, constantly challenging his views.
One great 'TVD Caroline pregnant' fanfiction is 'Caroline's New Chapter'. It beautifully explores Caroline's journey through pregnancy while dealing with the supernatural world around her. The author does a wonderful job of portraying her strength and the support she gets from her friends.
In the fanfic, the pregnancy could be the catalyst for them to truly open up to each other. They might share their deepest fears and desires. Klaus could reveal his insecurities about being a father, fearing he'll be like his own father. Caroline could comfort him and they could bond over their hopes for the baby. As the pregnancy progresses, their love could grow stronger, and they could become a more united front against any threats.
I really like 'Klaus and the Unlikely Companion'. In this fanfiction, the OC is a witch who crosses paths with Klaus. What makes it stand out is the way it portrays Klaus's vulnerability around the OC. It shows a different side of him that we don't often see in the show. The plot twists are also quite engaging.
Klaus shows his love by protecting Caroline. He would always be there to save her from any danger, whether it's from other vampires or supernatural threats.
Klaus would be very attentive to Caroline's pregnancy cravings. He'd see it as his duty to take care of her during this time. He might cook for her himself if he can, or take her to the best restaurants to get what she wants. He would be a bit overprotective too, making sure that whatever she eats is of the highest quality and safe for her and the baby. He'd also listen intently to her when she talks about her cravings, finding it endearing and a sign of the new life growing inside her.
Klaus might be overjoyed. He has always been attracted to Caroline, and having a baby with her could be the ultimate sign of their connection. He would probably be very protective, using all his power and resources to keep her and the unborn baby safe.
Their relationship could become more intimate as they bond over the baby. They might start to see each other in a new light, with Klaus showing a more tender side and Caroline learning to trust him more deeply.