Klaus might be conflicted. He might see Caroline's pregnancy as a chance to have a family in a different way than he expected, or he could be worried about the implications for his power and status. Elena would probably be very protective, as Caroline is her friend. She would offer support and advice, especially since she has some experience with the supernatural world.
In this fanfic, it could be that Caroline's pregnancy is part of a prophecy. This would lead to a lot of speculation and action within the story. Different factions might try to either protect or manipulate her depending on which side of the prophecy they believe in. Also, her pregnancy could be a catalyst for a change in the power dynamics in the supernatural world. For example, if she has a child with a powerful being, it could shift the balance of power, and everyone would be vying for influence over the unborn child.
A popular choice could be Klaus. Given their complex relationship in the original story, it would add a whole new layer of drama. His reaction to Caroline being pregnant would be interesting, especially considering his character's history and his own desires for power and family.
One possible plot could be that Caroline's pregnancy changes the dynamics of her relationships. Her friends might rally around her in a different way compared to when Hayley was pregnant. For example, Klaus could be more protective of Caroline, seeing her carrying a child, and this could lead to a whole new set of interactions and power plays within the supernatural community they inhabit.
A fanfic on Caroline being pregnant could start with the moment she discovers she's expecting. It could then explore her emotions - from shock and fear at first to gradually accepting and even looking forward to motherhood. The story could also involve her preparing for the baby, like decorating the nursery and buying baby clothes.
Davina could be an ally too. She has a good heart and her own powers as a witch. She might be sympathetic to Hayley's situation and use her magic to create protective spells around Hayley and the baby. Also, she could act as a mediator between Hayley and the other factions in the city, given her relationships with different groups.
A great plot for a Caroline pregnant fanfic would be the mystery of the baby's father. If it's not clear who the father is at the start, Caroline could go on a journey to figure it out. Along the way, she uncovers secrets about her past relationships and discovers things about herself that she never knew before.
In the fanfic, the pregnancy could be the catalyst for them to truly open up to each other. They might share their deepest fears and desires. Klaus could reveal his insecurities about being a father, fearing he'll be like his own father. Caroline could comfort him and they could bond over their hopes for the baby. As the pregnancy progresses, their love could grow stronger, and they could become a more united front against any threats.
Yes, there are likely some fanfics out there with such a plot. Fanfic writers often explore different 'what - if' scenarios in the Vampire Diaries universe. They might be interested in the dynamic between Damon and Caroline in a situation where they are expecting a child, which could lead to a lot of interesting character development and new storylines.