One common theme could be the conflict between their two very different worlds. Batman's sense of justice and the Joker's chaos, and how a pregnancy would further complicate that. Another theme might be the emotional turmoil for both characters, as it's a very unexpected situation for them.
Perhaps in the fanfiction, the Female Joker creates a series of mind - bending illusions across Gotham. Batman has to navigate through these illusions to find the real her and stop her from causing more chaos. Along the way, he starts to question his own sanity as the Female Joker's games get more and more intense.
The development of Batman could involve him learning new ways to deal with the Female Joker's unique brand of villainy. He might have to adapt his detective skills and combat techniques. As for the Female Joker, her backstory could be gradually revealed, showing how she became who she is. This could lead to her having moments of vulnerability, which would make her a more complex character in the fanfiction.