Something WILL happen, but I don't think the pregnancy will be very important It might affect the storyline, but I don't think the baby will last long. Kinda like what happens to Judith, but I won't say what as for no spoilers :P
"That little girl is in my care. We've been through more together than you can imagine. Anyone who tries to get between me and her-ANYONE- is gonna wind up dead! You hear me!?"