Keith will likely be defiant. He has a strong sense of justice and will not be easily broken by Zarkon. He might try to fight back immediately if he has the chance.
In this fanfiction, Dudley would surely interact with the Hogwarts professors. Professors like McGonagall would be strict with him, making sure he follows the rules. He might also cross paths with Draco Malfoy. Given Malfoy's attitude towards Muggle - borns, there could be some conflict there. And let's not forget the other students in his house. They would play a big role in his Hogwarts experience, either befriending or ostracizing him.
In the fanfiction, Ginny could be developed by exploring her magical abilities further in relation to Dudley. For example, she could use her magic to show Dudley the beauty of the wizarding world, which in turn makes her more confident in her own identity. Dudley's character can be developed by having him face his own insecurities. He realizes that Ginny is different from what he thought wizards were like, and this makes him question his own upbringing and beliefs.
In some Dudley Protects Harry fanfictions, Dudley's character development often starts with a significant event. For example, he might witness the true danger Harry is in from the wizarding world. This makes him realize that his previous bullying was petty. He then begins to feel a sense of responsibility towards Harry. He may start to learn about the wizarding world to better protect Harry, gradually changing from a bully to a protector. This transformation can also be influenced by his own growth in understanding family and loyalty, as he finally sees Harry as more than just the 'freak' he once thought him to be.
Well, perhaps Dudley uses his street - smart knowledge. He might teach Harry some rough - and - tumble moves he's learned from his own scuffles in the neighborhood. For example, showing Harry how to dodge a punch quickly.
Harry might become more open and less guarded. Since he now has a brother in Dudley, he might feel more at home in the Muggle world. Dudley, on the other hand, could become less of a bully. The knowledge that he has a wizard for a brother could make him more humble and empathetic.
One of the main characters could be Shiro. Shiro has always been like a big brother to Keith. So when Keith turns into a girl, Shiro would be there to help him adjust. He'd make sure Keith is safe and comfortable in his new form. Also, Hunk could be a main character. Hunk would probably be the one to offer emotional support and cook some comfort food for Keith during this tough time of adjustment.
In this fanfiction, they might start to become more like friends. Since Harry is helping Dudley eat better, there's a sense of care and concern that could be building a new bond between them.
It could be that Dudley has his own reasons to oppose the dark forces that are after Harry. He might see that if Harry fails, it could also mean trouble for him and his family. So, he decides to train Harry to fight as a way of self - preservation as well as helping Harry. Another reason could be that Dudley has grown to respect Harry over time and wants to contribute to Harry's ability to defend himself against the many threats he faces.
I'm not sure if there is a specific 'pregnant Keith fanfic' available. It depends on the fandom and the amount of fan - created content out there. You could try searching on popular fanfic websites like Archive of Our Own or FanFiction.net.