Lena Luthor does appear in the comics. Her character has evolved and played significant roles in various story arcs. Sometimes her actions and decisions have a big impact on the overall plot.
In a Lena Luthor pregnant fanfiction, she might face challenges from her enemies. They could see her pregnancy as a sign of weakness and try to use it against her. However, Lena being the strong and intelligent character she is, could turn the situation around. For example, she could use the public's sympathy for her pregnancy to gain more support for her projects that are aimed at making the world a better place.
One great fanfiction is 'The Bond Beyond'. It focuses on Supergirl and Lena Luthor's growing friendship as they face a new alien threat together. They learn to trust each other more deeply than ever.
A fanfiction could explore Lena Luthor's pregnancy in the context of a scientific experiment gone wrong. Perhaps she was working on some new technology that had unforeseen side effects on her body, leading to her pregnancy. This would add an element of mystery and drama to the story.
One possible fanfiction could be about Lena Luthor becoming a mentor to young Kara Danvers. Lena, with her intelligence and resources, could help Kara understand the complex world around her while also learning to control her powers better. Maybe Lena discovers Kara's identity early on and decides to guide her in secret, away from the prying eyes of Lex Luthor and other potential threats.