He could also offer emotional support. Percy could listen to Thalia's fears and concerns about the pregnancy. He might share his own experiences of dealing with difficult situations in the world of demigods, making her feel less alone. Maybe they could have long talks about how this will change their lives and what they need to do to prepare.
Percy could help with practical matters too. If they need to find a safe place for Thalia to have the baby, he could use his knowledge of different locations in the Percy Jackson world to find a suitable spot. He could also gather supplies like food and medicine for her during the pregnancy.
One possible storyline could be the challenges Thalia faces while pregnant in a world full of mythological threats. She might have to rely on her friends more than ever. For example, Percy could be there to protect her from monsters that target her because of her condition. Another could be the emotional turmoil she goes through, as being pregnant might change her role in the group and her own self - perception. She could struggle with how this new situation affects her goals and dreams within the context of the Percy Jackson universe.
Often, in these types of fanfictions, Thalia's submissive side can be shown in her relationships. Maybe she's submissive to a love interest, like following their lead more than she would in her normal state. It can add a new layer of complexity to her character and her interactions with others in the Percy Jackson universe.
Percy would be very protective. He would always be by her side, especially when they go out, making sure no monsters attack. He'd probably also do all the heavy lifting around their place, like moving furniture or getting things from high shelves.
A great scene is when Percy is facing a moral dilemma. Thalia steps in to comfort him. She listens to his concerns without judgment and then offers her own perspective. For example, if Percy is not sure whether to trust a new demigod or not, Thalia shares her own experiences of making friends and enemies among the demigod community. She helps Percy see the situation more clearly and makes him feel better about whatever decision he will make. And sometimes, when Percy is just homesick, Thalia will create a little makeshift 'home' environment for them, like making a campfire and sharing stories, to make him feel a bit more at ease.
It's a bit of a gray area. On one hand, fanfic is about creativity and exploring different ideas. But on the other hand, this goes against the established character relationships in the Percy Jackson series. So while some might find it an interesting and different take, others may be offended or think it's inappropriate.
I'm not sure if there is such a specific fanfiction. Fanfiction can cover a wide range of wild and creative ideas, but this one seems rather unorthodox considering Artemis' status as a virgin goddess in the original mythology. However, the world of fanfiction is so vast that it's possible someone out there has written such a story.
One possible plot could be that Percy accidentally possesses Thalia due to a magical mishap. He then has to deal with her powers and her relationships while in her body. Maybe he has to keep it a secret from their friends at first.
A plot could be that Percy is given a prophecy that involves him having to form a new kind of family unit. He decides that adopting Thalia is part of fulfilling that prophecy. But in order to fully embrace this new family, they need to go on a journey to different mythological realms. In each realm, they face different challenges that test their relationship. For example, in the Underworld, they have to deal with Hades who is not too happy about their new arrangement. This forces them to rely on each other and grow closer as they overcome these obstacles.
One possible plot could be Percy finding Thalia in a difficult situation, like being hunted by some monsters. He decides to take her in and protect her. He teaches her about the demigod world and they form a strong bond as siblings. They train together to become stronger and face various challenges from the gods and other mythical creatures.
Well, it might start with how their relationship developed from friendship to love. There could be some obstacles, like the disapproval of other characters in the Percy Jackson universe. Then, their marriage could be a big event, with all the demigods coming together. After that, they might have to deal with the responsibilities of being a married couple in a world full of danger, like protecting their home and future children from the threats of the Titans or other villains.