Since we don't have much information about the 'captured caroline' story, it's hard to say exactly who Caroline is. She could be the protagonist, a victim, or a key figure in some sort of adventure or mystery.
Without more information, it's hard to say who Caroline and Nicolas are exactly. They could be ordinary people with an interesting story, or they could be characters in a fictional narrative.
Their relationship could become more intimate as they bond over the baby. They might start to see each other in a new light, with Klaus showing a more tender side and Caroline learning to trust him more deeply.
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.
I'm not sure if there is a specific 'Bill spanking Caroline fanfic' available. There are so many fanfics out there that it would be difficult to know for sure without doing a very specific search. You could try looking on popular fanfic websites like Archive of Our Own or Fanfiction.net.
I'm not entirely sure as I haven't delved deeply into the 'Milfy City' Caroline story. But generally, it might be about her character development, relationships, or experiences within the context of the game or story world.
In many Poldark fanfictions, Caroline's pregnancy can be a central plot point. Some fanfictions might focus on how she and her husband react to the news. For example, they could show a tender side of their relationship as they prepare for the arrival of the baby. They might also include details about how Caroline copes with the physical changes during pregnancy.