Perhaps in the fanfic, Caroline travels to spread Klaus's ashes in special places. She travels to his homeland first. There, she experiences the culture he grew up in. She might also visit the places where Klaus had his most significant moments, like the place where he first became a vampire. This journey helps her come to terms with his death and also makes her stronger.
She could meet some of Klaus's old friends or enemies. For example, she might run into an old vampire acquaintance of Klaus who has some interesting stories to tell about their past adventures together.
Klaus may be overjoyed. Given his complex character, he might see this as a new beginning, a chance to create a family of his own in a way he never thought possible. He could immediately start making plans to ensure Caroline and the baby are well - cared - for.
Klaus might be initially shocked. He's used to a life of danger and chaos, and a pregnancy would be a huge change. But then he would become very protective. He has a complex personality, but deep down he cares about Cami, so he'd do everything in his power to keep her and the unborn baby safe.
In the comics, Klaus is not immortal. He may have certain powers and abilities, but there are limitations and factors that can pose a threat to his existence.
In some comic versions, Klaus is indeed depicted as gay, with storylines exploring his romantic relationships with same-sex characters. However, this can vary depending on the creative team and the direction of the story.
Klaus isn't gay in the comic. The creators have not developed his character along those lines. The focus of his portrayal lies elsewhere in the narrative.
Klaus is not based on real events. It's a work of imagination that brings together various fictional characters and plotlines to form an enchanting narrative.