Well, another option could be to check out some Arrow - related fan communities on social media platforms. For example, on Reddit, there might be subreddits dedicated to Arrow fanfiction where fans could share or recommend stories about Thea and Roy in a pregnant situation. However, make sure to follow the rules of those communities.
You can try searching on popular fanfiction websites like Archive of Our Own (AO3) or FanFiction.net. Just type in the relevant keywords like 'Arrow Thea Roy pregnant' and browse through the results.
Some specialized fanfiction forums might also be a good place to look for such stories. These forums often have specific sections for different shows and characters. You may need to register on these forums first, but it could be worth it as you might find some unique and well - written fanfictions about Thea and Roy being pregnant.