One plot idea could be that they decide to take a break from their crime - fighting lives. They could focus on preparing for the baby, like finding a safe place to live away from their enemies. Maybe they would have to deal with villains who want to use the pregnancy against them.
Well, perhaps the story could revolve around how they discover the pregnancy. It might be a shock at first, especially considering their dangerous lifestyles. Then they start to think about how their child would grow up. Would they train the baby to be a hero or try to keep them away from the life of crime - fighting? They could also face challenges from the Gotham society as Batman and Catwoman having a baby together is quite an unexpected situation.
The plot could start with Catwoman being the first one to suspect she's pregnant. She might be hesitant to tell Batman at first. When she does, Batman has to quickly come to terms with the idea. They could then embark on a journey to find a way to balance their relationship, their duties to Gotham, and the new life coming. For example, they might seek help from some of their more trustworthy allies in Gotham. There could also be a sub - plot about how their pregnancy affects their public image. Do people see them as more human now? Or do they fear that their child could become a new threat or a new hope for Gotham?