One possible scenario in such a fanfiction could be that Zuko is getting a lot of attention from other characters. Maybe he's being praised for his leadership skills or his newfound wisdom. Mai, being his girlfriend, might start to feel left out and jealous. For example, if Zuko is constantly in the company of a female character who admires him greatly, Mai could see this as a threat to their relationship. She might then start to act cold towards Zuko or become overly possessive to assert her claim on him.
Zuko can be developed by exploring his role as a leader within the context of his marriage. He may struggle to balance his duties as Fire Lord with his time for Mai. This internal conflict can show his character's depth. He could also develop new bending techniques influenced by his love for Mai. As for Mai, she can develop by getting involved in more political matters, standing by Zuko's side and using her intelligence to influence decisions. She could also start to make more friends in the palace, which would change her somewhat solitary nature.
Zuko's personality could be shown as more tender and caring than ever. He might be constantly worried about Mai's well - being and that of the baby. His sense of responsibility would be heightened. Mai, on the other hand, while still maintaining her dry sense of humor, would show a more vulnerable side. She may not be as openly emotional as Zuko but her actions, like making sure the nursery is safe, would show her love and care for the unborn child.
Mai could be jealous of Zuko in fanfiction if there are rumors about Zuko and another character. Just like in real life, rumors can spread like wildfire in fictional worlds too. If there are whispers in the Fire Nation palace about Zuko having a special connection with someone else, Mai would not take it lightly. Her jealous side would emerge as she tries to find out the truth and put an end to these rumors.
Maybe a plot where Mai is kidnapped by enemies of the Fire Nation who want to use her to get to Zuko. Zuko then embarks on a dangerous rescue mission. Along the way, he realizes just how much Mai means to him. Or a story where Zuko and Mai are forced into an arranged marriage by Fire Nation politics. At first, they resist, but as they spend more time together, they start to develop real feelings for each other that go beyond the political arrangement.
One plotline could be the challenges they face in the Fire Nation. Since Zuko is the Fire Lord, there might be political implications of his partner being pregnant. People might try to use the situation to their advantage or there could be concerns about the safety of the unborn child.
Love and family would be a major theme. Zuko and Mai's love for each other is shown through their joint responsibility of raising their child. Another theme could be growth. They both grow as individuals as they learn to be parents.
Perhaps the fanfiction delves into the baby's unique abilities or characteristics. Since Zuko has a connection to the Fire Nation and Mai is a skilled fighter, the baby could inherit some extraordinary powers. It could show how they train the baby to control these powers while also giving it a normal childhood.
In a fanfiction, Zuko and Mai's relationship could be filled with lots of unspoken understanding. Zuko, with his intense and often brooding nature, would find solace in Mai's calm and collected demeanor. Mai, who has always been somewhat of an outsider in her own way, would see Zuko as someone who truly sees her. Their relationship might develop as they engage in activities together, such as training sessions or diplomatic meetings. Zuko could start to rely on Mai's sharp observations and insights, and Mai would find herself falling more in love with Zuko as she witnesses his growth and determination to make the Fire Nation a better place.