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.
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.
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.
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.
Well, it could be a story about how they navigate parenthood in a world filled with political unrest. Maybe they have to protect their baby from those who oppose their union.
One possibility could be that the baby becomes a symbol of unity between the Water Tribes and the Fire Nation. Since Katara is from the Water Tribe and Zuko is from the Fire Nation, their child might grow up with a unique ability to bridge the gap between the two cultures. Maybe the story could focus on how they raise the baby in a world that is still recovering from the war, teaching it about both water bending and fire bending heritage.
It would likely become more complex. They would have to rely on each other more as parents. Their love might deepen as they share the experience of raising a child together.