Well, it could change in many ways. Firstly, they would have a deeper emotional bond. The fact that they are going to be parents would make them more committed to each other. They would start having conversations about their future as a family, like where they want to raise the child. Also, Artemis might become more dependent on Wally during the pregnancy, especially if she has any physical discomforts or limitations. And Wally would be more than happy to take care of her. Their relationship would shift from just being partners in crime - fighting to partners in building a family.
One plot idea could be that they face challenges in their superhero lives while also preparing for the baby. Maybe they have to deal with villains who target them because of the upcoming addition to their family. Another could be that they discover the pregnancy in a very unexpected moment during a mission, which then changes their dynamic and priorities.
There's a fanfic titled 'Wally West and Artemis: Partners in Time'. In this, the story could be set in an alternate timeline. They are forced to work together to fix the timeline that has been disrupted. Their relationship evolves as they face various challenges together, with some really emotional moments when they think they might lose each other.
One plotline could be the challenges they face in preparing for the baby. Maybe they have to deal with their superhero duties while also getting ready for the new arrival. Another could be how their friends and family react to the news. Some might be overjoyed, while others could be worried about the implications for their superhero lives.
I'm sorry, I don't have a specific list of 'Wally and Artemis pregnant fanfiction' to recommend. You could try searching on fanfiction websites like Archive of Our Own. They have a large collection of fanfictions and you might be able to find what you're looking for there.
Another plot could involve their cultural differences, if any, in the fanfiction. For example, how they celebrate different holidays or traditions and how that affects their married life. They might have to find a balance between their own heritages and create new family traditions.
Their superhero friends could be main supporting characters. For instance, Dick Grayson might offer advice on how to balance married life with superhero work, given his own experiences.
You can start by looking on fanfiction.net. It has a large collection of fanfics from various fandoms, including ones related to Wally West and Artemis. Just use the search bar and type in their names to see what comes up.
Wally could be developed by showing his growth in character. For example, if he was a bit cocky before, he could return more humble and with a deeper understanding of the world. This change could be a result of his experiences while he was away.