In the comics, Klaus is not immortal. He may have certain powers and abilities, but there are limitations and factors that can pose a threat to his existence.
In some comic versions, Klaus is indeed depicted as gay, with storylines exploring his romantic relationships with same-sex characters. However, this can vary depending on the creative team and the direction of the story.
Klaus isn't gay in the comic. The creators have not developed his character along those lines. The focus of his portrayal lies elsewhere in the narrative.
Klaus is not based on real events. It's a work of imagination that brings together various fictional characters and plotlines to form an enchanting narrative.
To be honest, it's not straightforward to say if Klaus is gay in the comics. It could depend on how you read between the lines or the subtext, but there's no clear-cut indication.
Klaus might be initially shocked. He's used to a life of danger and chaos, and a pregnancy would be a huge change. But then he would become very protective. He has a complex personality, but deep down he cares about Cami, so he'd do everything in his power to keep her and the unborn baby safe.
Klaus is purely fictional. It doesn't draw from any true incidents. The characters, settings, and events were all dreamed up to create a wonderful animated story that can transport viewers to a fantastical world.