One challenge would be acceptance from their respective communities. The heroes might not accept Nightwing being involved with Harley, a former villain. And the villains might see Harley as a traitor for being with a hero. Another challenge could be protecting the pregnancy from their enemies who might want to harm them or use the baby for their own gain.
Well, the plot could involve a strange experiment that causes Harley Quinn to become pregnant. Nightwing gets involved because he's trying to figure out what's going on. As the story progresses, they have to deal with villains who want to use the baby for their own evil purposes. They might also have to deal with their own personal issues, like Harley's past relationship with the Joker and Nightwing's loyalty to Batman.
Well, for one, it gives Harley a chance at a healthier relationship. Fans are often interested in seeing her break free from the Joker's toxicity. And Nightwing, he's always been a bit of a charming hero. The idea of him being able to see something in Harley that others don't, and her being drawn to his goodness, is really captivating. Also, it allows for new storylines in the Gotham universe that are not the usual hero - villain battles.
One great fanfiction could be 'Harley and Nightwing: An Unexpected Bond'. In it, they might start off as enemies due to their different associations in the Gotham underworld. But as the story unfolds, they discover they have more in common than they thought. Maybe Harley starts to question her loyalty to the Joker when Nightwing shows her a different side of heroism. Another could be 'Love in the Shadows of Gotham' where their love has to be kept a secret because of their different standings in the city.
One possible fanfic could involve a battle against a powerful villain. Nightwing might get injured while trying to protect Gotham. Batman then has to step in not only to defeat the villain but also to take care of Nightwing. He could use his advanced medical knowledge and resources in the Batcave to nurse Nightwing back to health.
He might try to engage Slade in conversation. Nightwing is smart and could be looking for a way to psychologically get an edge over Slade. He could be probing for Slade's motives, hoping to find a way to turn the situation around. He might also be stalling for time, waiting for the right moment to make his move.
It depends on your taste. If you're a fan of Harley Quinn and enjoy solo character-driven stories, then it's likely worth it. The comic might offer unique perspectives and adventures.
Nightwing is alive in the comics. He's had his share of challenges and close calls, but as of now, he continues to fight for justice and protect the people.
Nightwing would initially be defiant. He's a highly trained fighter and detective in his own right. So, he won't cower in front of the Joker. He'll probably try to size up the situation, looking for any weaknesses in his captivity and the Joker's plan.