Katara couldn't help but suspect that Sokka was using his new wife to keep an eye on her when he couldn't.
Each morning, right after sunrise, Katara took a walk along the shore. Yue always offered to join her, saying that some fresh air would help with nausea she sometimes felt in the mornings. After that, Katara's days mainly were spent inside the igloo and around the fire, mending clothes and fishing nets and cooking her family's meals. Yue insisted on helping her with her chores. The Princess didn't have much stamina or experience with housework, being of a delicate constitution, and leading a pampered life in the more civilized North Pole, but she pitched in without complaint. Before the sunset in the evening, Katara would gather firewood with Yue by her side.  Katara was always guarded around Yue for fear that whatever she said or did would get back to Sokka, but Yue did her the courtesy of not prying too deeply into her business. Sokka's spy or not, Katara couldn't find it in her heart to dislike Yue. Yue was so polite and obliging and only seemed to want to be accepted by her new family.
One morning, Yue's face looked greener, and she needed Katara's arm to keep herself steady while they took their sunrise walk along the shore.
"Let's turn back," Katara said. "Or at least rest here a moment."
Yue patted Katara on the shoulder. "I'll be alright after some fresh air and exercise."
No sooner than Yue said this, she emptied the contents of her stomach into the pristine white snow. Katara held her hair back. Yue had felt unwell most mornings since Katara had known her, but she'd never thrown up. So had last night's dinner not agreed with her? Was there something wrong with the salmon-trout Sokka had caught? Maybe Gran-Gran hadn't cooked the fish properly? Unlikely. Gran-Gran was an expert cook, and salmon-trout was one of her specialties. All four of them had eaten the salmon-trout, and Yue was the only one who felt sick.
The fish might not be the problem.
When they finished their walk, Katara convinced Yue to go back to bed and brewed some ginger tea Iroh had given Katara.
"Yue." Katara huddled next to her sister-in-law inside the sleeping cubby Yue shared with Sokka and gave her a cup of tea. "When did you have your last moon time?"
Katara had never been pregnant herself, but she'd spent enough time among the married women of the tribe to be familiar with the symptoms.
Yue took a sip of her tea. "I don't think I've had one since I arrived here."  She caught Katara's meaning and smiled.
Katara threw her arms around Yue's neck and kissed her cheek. "Congratulations."
If the noises coming from their sleeping cubby were anything to go by, Sokka and Yue certainly hadn't waited until after their wedding. But, they must have consummated their relationship and conceived this baby soon after they met.
"When did this happen?" Katara nudged Yue.
Yue put down her teacup. Then, giggling, she fell back into her pile of furs. "There was a three-day feast when I first arrived here, and Sokka and I were seated next to each other. He shared his drinking horn with me..." At Water Tribe feasts, men drew lots as to which woman they would sit next to. These lots were easily rigged so that a person would end up sitting next to their secret lover or the possible spouse their parents want them to meet. So it made perfect sense that a betrothed couple, meeting for the first time, would somehow get seated next to each other. A couple sitting together shared the man's drinking horn, giving them plenty of opportunities for flirtation and sexual tension. "I never expected to fall in love with Sokka, or at least not as quickly as I did. I hoped that we would grow fond of each other in time but not the lightning bolt I felt when Sokka and I met. He was so handsome and charming..."

Katara raised an eyebrow. "Charming? Are we talking about the same Sokka?"
"The very same." Yue laughed.
Katara could see them: sitting together at the feasting table, sipping mead from one of Dad's ceremonial drinking horns. Sokka trying to make Yue laugh with his terrible jokes, Yue somehow finding them endearing.
Sokka and Katara weren't on the best terms, but Katara was still happy he'd found love and happiness.
"We sat together, talking and laughing a drinking more than our fill of mead, throughout the three days of the feast and one thing lead to another..." Yue blushed and giggled. "We were both each other's firsts, but we knew what we were doing when we snuck away to a secluded corner of the feasting hall. You should have seen the look on Master Pakku's face when he saw us walking back to the table. I thought he was going to burst a blood vessel."
Ah, yes. Gran-Gran's old flame had come with Yue when she traveled from the North Pole to the South Pole. Master Pakku was said to have become quite a stick-in-the-mud in his old age. While most elders would have brushed off such antics with an indulgent smile and reminisced about similar things they got up to when they were young, he seemed to act like he'd always been the arbiter of morality.
Katara snorted. "That old hypocrite. Like he didn't do the same thing with Gran-Gran sixty years ago."
"Master Pakku and your grandmother?" Yue's jaw dropped practically to the floor.
"You haven't heard the rumors that he's Sokka and I's real grandfather? "  Master Pakku still carried a torch for Gran-Gran even though she'd jilted him all those years ago yet kept him at her beck-and-call like a loyal sled dog. So Katara wouldn't be surprised if they were still sneaking away to the secluded corners of the feasting hall.      
"Perhaps I should call him Gramp-Gramp, or Gramp-Pakku?"
Sokka announced his return with the stomping of his boots in the mudroom long before he ducked his head through the entranceway and shouted, "I'm back."  When he noticed that Yue was still in bed, he rushed over to his wife.  "Are you alright," he said. He held Yue's hand as if she were dying. "Can I get you anything."
"She'll be fine," Katara replied. "But you, Papa Bear, should start building a cradle."
The expression on Sokka's face shifted from surprise to panic, to inexpressible joy, and back to surprise. "Is.. that true?"
Yue nodded.
Sokka threw his arms around Yue and squeezed her so tightly that her face turned blue.
"That's enough." Katara stepped in before Sokka suffocated his poor wife. "Let Mama Bear get her rest."
Sokka kissed Yue's forehead and then set her free. Yue could finally breathe again.
Katara stepped away to check on a haunch of caribou-elk roasting on a spit over the fire. Its scent turned her stomach. Before her return home, roasting meat was one of the aromas of home. But, for some reason, it had become almost unbearable to her. And the heat from the fire was oppressive. Katara had to crawl a few feet away every couple of minutes to keep from passing out.
"I wish I was having this baby at a better time," Yue said. At that moment, she and Sokka were cuddling in their sleeping cubby.
Was Yue talking about the baby coming so soon after the wedding? Of course, here in the South Pole, that was hardly a scandal. Yue wouldn't be the first bride who was pregnant on her wedding day. It was said that Sokka and Katara's mother was already carrying Sokka when she married their father. But maybe they saw things differently in the North Pole?
Sokka stroked back Yue's hair. "Don't worry. I'll protect the both of you."
"From what?" Katara cut in. She turned the spit. The smokey scent of roasting caribou-elk wafted directly into her nose, making her gag.
"You alright, Kat," Sokka said.
"I'm fine." Sokka hadn't gone off the smell of roasting meat the way Katara had, so he wouldn't understand. "Anyway, what do Yue and the baby need protecting from?"
Sokka and Yue shared a look.
"The Northern Armada is coming," Yue said.
Katara's heart stopped for a moment. "What?"
"The treaty that established our alliance with the Northern Water Tribe," Sokka said. "Part of its terms included my marriage to Yue and also that the Northern Armada will come to our aid."
Yue squeezed Sokka's hand. "The wedding was the signal for the Armada to set sail for the South."
"In a few weeks, we'll drive these ash-makers out of the South Pole forever."
The room started spinning, and the heat and smoke from the fire smothered Katara like a blanket.  She couldn't breathe.
Sokka raised an eyebrow."Katara?"
"Excuse me," Katara replied. "I need to get some air." She rose from the floor to leave.

https://youtu.be/EOGGDe3uOnA

Katara had been going to the steam lodge with the other village women each week on Wash-Night all her life. For as long as she could remember, she'd sat at Gran-Gran's knee as Gran-Gran led the sacred chants, prayers, and songs, or stories about the spirits and the ancestors. As Gran-Gran did this, she would comb and braid Katara's hair.

Oh, how Katara had missed all this. The comforting, rhythmic chanting, and the throaty singing. The familiar stories about moon spirits and sea gods, tides and forces that keep the world in balance, colorful lights illuminating the winter sky, grey wolves and white bears, beautiful, spirited maidens, and brave, noble warriors. The reassuring scrape of Gran-Gran's fingernails on Katara's scalp.

Katara's tribeswomen had welcomed Katara back with open arms as if nothing had happened. Much like Yue, they handled Katara with the delicacy reserved for someone who'd gone through something terrible: sympathetic smiles, soft voices, and tip-toeing around anything potentially upsetting. They didn't pry into Katara's experiences on board Zuko's ship, Sokka had probably told them enough about what had happened to her, but they constantly hovered around to see how she was doing.
Thank Tui and La they had someone else to fuss over this week. They gathered around a radiant Yue to congratulate her on her baby. The married women gave Yue advice on how to treat morning sickness (yams and ginger-root: boiled and mashed), how to predict if the baby will be a girl or a boy (urinate on a mixture of wheat and barley; if the wheat sprouts, it will be a girl and if the barley sprouts, it will be a boy), and how to still enjoy sex with her husband (get on top of him and ride him like a stallion).
Yue's glance darted around to acknowledge each new voice that chimed in. The long pieces of ivory that dangled from her ears shook in all directions. They suited Yue, with her slender, swanlike neck, wonderfully.
These earrings had belonged to Chieftess Kya, Sokka and Katara's mother. When Kya died, her modest collection of ornaments was divided up. Half (including her betrothal necklace) went to Katara, while the other half (including the long, ivory earrings) was set aside for Sokka's future wife.  So it was right and proper that these earrings now belonged to Yue, Chieftess Kya's successor.
As happy as Katara was for Yue, she was jealous as well. Yue was with the man she loved. Their relationship was not only accepted but welcomed by the community, and they were going to raise their child together, that is if Sokka didn't do something stupid and get himself killed first. Her future looked as bright as the moon she'd been named after.
And Katara, what did the future hold for her?
Gran-Gran finished braiding Katara's hair. "Katara," she said. "When did you last have your moon time?"
"I don't think I've had one since I left the ship," Katara replied.
Hadn't Katara asked Yue the same question when she noticed Yue's morning sickness? Oh...
Katara had never given much thought to her own moon times before. They were irregular as a rule, especially when she was stressed, and until that night with Zuko, pregnancy was never a concern or a possibility.
"And Yue told me that the smell of roasting meat has been making you sick..."
Katara lowered her eyes down towards her belly. "Yes."
"So when your father returns, he won't have just one grandchild to meet..." Gran-Gran sighed. "But two."
And one of those grandchildren will be the heir to the Fire Nation.
Gran-Gran put a hand on Katara's shoulder. "Would Zuko be the father?"
Katara nodded. Her wet, heavy eyes brimmed over.
Pulling Katara close, Gran-Gran wiped the tears from her granddaughter's eyes. "It'll be alright, Seal Pup," she said. "I'll make you something that'll take care of it."
Gran-Gran was talking about the herbal teas she brewed after enemy raids, for the women who were raped or during times when food was scarce, for the women who'd decided they would rather their children never be born than have them starve to death. These concoctions would be a simple and welcome solution if Katara were in either of these situations. But she wasn't. Her baby hadn't been conceived in pain and sorrow but joy and pleasure, however bittersweet. It wasn't a tie to something horrible but something beautiful; perhaps the only tie to it that Katara had left. Severing it would break her heart.
"Please, don't," was all Katara could say in response to Gran-Gran's offer.
Gran-Gran dropped the subject.
Yue turned her head from her throng of well-wishers and towards Katara as Katara rose to leave.

Katara looked around the room.
The igloo was empty. Everyone was still out. Gran-Gran and Yue were at the women's steam lodge; Sokka at the men's.
Checking again that no one was there, Katara reached underneath her pile of furs, where she'd hidden Zuko's knife. She ran her fingers over the handle, and the inlaid words never give without a fight.
The last Katara heard about Zuko was that he had defeated Zhao in their Agni Kai. Zhao now languished in the brig of Zuko's ship.  How many weeks ago had this been? Katara had lost count. And still, no word from Zuko.
Zuko had promised to send for her as soon as things were safe. But unfortunately, that time hadn't come yet, with the Northern Fleet on its way. Zuko probably thought Katara would be safer where she was.  Even if things were safe, there was no way in hell Sokka would let Katara leave. Hadn't Sokka threatened to run Zuko through with his sword if Zuko tried to take Katara back with him. If Zuko had tried to contact Katara, Sokka had probably prevented his messages from reaching her. Sokka had ordered that warriors patrol the shores at all times and that any Fire Nation messenger hawk be shot down on sight.
Katara again ran her fingers across the words, never give up without a fight.

https://youtu.be/s1tAYmMjLdY

"Katara, are you there?" Yue called from the mudroom.
Heart pounding in her chest, Katara shoved the knife back under her pile of furs. "Yes."
"Are you alright?" Yue hung up her parka on a hook near the entranceway.  "You left the steam lodge in a hurry."
Katara buried her face in the furs. She might as well tell Yue the truth. She was going to find out soon enough anyway. "You're not the only one who's going to have a baby."
"My poor Katara." Yue climbed into the sleeping cubby. Her arms encircled Katara's waist.
Dear sweet Yue.  Sokka must have filled her head with horror stories about what had happened to Katara. How Katara was captured and imprisoned by Fire Nation brutes, violated and defiled by the evil Prince Zuko, and narrowly escaped having to return with him as his trophy. When Yue acted as Katara's chaperone, she must have thought she was helping protect her sister-in-law from going back to her prison and her abuser. Unfortunately, Yue had the wrong idea about what took place in the privacy of Zuko's quarters, but her heart was in the right place.
"I'm sorry," Yue sobbed. "As if what you've gone through wasn't bad enough."
Katara squeezed Yue's hand. "Zuko didn't take anything that wasn't freely given."
Yue blinked. "So...?"
"Good evening, ladies." Sokka appeared in front of them.
Where did he come from? Had he been there the whole time?
"How much did you hear?" Katara asked.
Sokka furrowed his brow. "The whole thing."