Sheikhs Destiny
Series: Desert Knights
Publisher: Harlequin
Published: 2012
Language: eng
ISBN-13: 9780373732142
First sentence: Laylah Aal Shalaan felt a shiver burn down her spine.  

  It wasn’t the below-zero Chicago December evening.
Description: Not really about pregnancy/baby, that happens at the very very end 
The following blurb is kinda misleading and definitely contains spoilers 

to claim the throne of Azmahar, Rashid Aal Munsoori needs Laylah Aal Shalaan.  into marriage to defeat his rivals—and if pregnant with his heir, his hold on Azmahar  will be complete. 

Laylah has always secretly loved Rashid. until she discovers his true motives. She may never again trust her lover, but how can she walk away from the father of her unborn child—a baby destined to ally their two desert kingdoms forever 

- Desert Nights [Azmahar] 2012 (the half brothers) 
1) ♡Sheikh's Redemption (Haidar Aal Shalaan, & Roxanne Gleeson) 
2) ♡Sheikh's Claim (Jalal Aal Shalaan & Lujayn Morgan) 
3) ♡Sheikh's Destiny (Rashid Aal Munsoori & Laylah Aal Shalaan)