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.
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.
A fanfic could explore a romantic relationship between Yuki and Akise. Maybe in an alternate universe where the rules of the Mirai Nikki game are a bit different. Yuki, who is usually so focused on survival, begins to see Akise in a new light. They could have sweet moments together, like sharing their thoughts about the future they hope to have if they survive the deadly game.