In some fanfictions, Klaus's first reaction could be one of suspicion. He has been betrayed many times in his long life. So when Caroline shows her feelings, he might think it's a trap or some sort of ploy. He would start to question her motives, but as he looks into her eyes and sees the honesty there, his suspicion slowly turns into a warm feeling of acceptance and love.
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.
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 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.
Caroline could also be in awe. Maybe she has always been curious about Klaus's wolf side and now that she sees it, she is both amazed and a little bit confused. She might stand there, frozen for a moment, just taking in the sight of him in this new form.
He could be in shock at first. Standing there for a moment, not believing what he's seeing. Then, his vampire instincts would kick in and he'd start looking for any signs of what caused her to collapse, whether it's an external force or something internal like an illness.
It could become more intense. They now have a shared responsibility, so they might be more connected. Klaus might be more tender towards Caroline, and Caroline might start to see Klaus in a different light, perhaps more as a partner rather than just an acquaintance.
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.
Bonnie would probably be very protective. She would use her magic to ensure Caroline's safety during the pregnancy. She might also be the one to encourage Caroline to be strong and not let Klaus's absence break her. Elena, on the other hand, would be more empathetic, sharing her own experiences of heartbreak and trying to help Caroline through the emotional turmoil.
Klaus might be overjoyed. Given his feelings for Caroline, the news of a baby could be the best thing he's ever heard. He'd probably immediately start thinking about how to take care of Caroline and the child, using all his resources.