Chaotik, I'm rattling you so hard right now! It's a sweet little twist on dolphin Y/N dealing with the mafia sirens + baby, and I'm entirely here for it!
Continuing where you left off, I like to imagine that Sun and Moon are the ones to go look for Y/N.
They can't have one of their own go rogue, especially without consequences. They make no exceptions as they explained what would happen to those who aren't loyal, but Sun and Moon are especially sullen. Dolphin Y/N is all three of the bossess' favorite, and to have them try and think they can get away spears their pride (and hearts) when they've been so good to them. Of course, that's not to say they haven't taunted, teased, and grabbed Y/N mercilessly, as they have full rights to do within their territory and those under their protection, but they thought Y/N was growing closer with them in return. Regardless, they're on the hunt.
On the farthest northern edge of their territory, where it was confirmed that Y/N was summoned back but did not follow through on the command, they come upon a thick Arctic ice pack and towering, roaming glaciers. Sun catches sight of Y/N first. They're hiding behind a sizeable outcropping of ice, flukes flitting anxiously. Moon swims around to catch Y/N from behind should they decide swimming away is a possibility.
Y/N is panicking, doing their best to keep their now very visible pregnancy concealed while also pondering their fate. The due date is close but the ferocious bosses are upon them. How useless will the two orca sirens decide they are while carrying a child?
Sun calls out to Dolphin Y/N to come out before he has to make them, and though Y/N reluctantly answers, they still keep their belly hidden. Moon, however, sees them entirely from his position, baby bump and all. Caught off guard, Moon slips behind Y/N while Sun is still interrogating them, and he takes their arm and firmly but gently pulls them out into open water. Sun stops midsentence to stare at Y/N while they flounder internally, deeply unsettled by their reactions—or the lack thereof.
After Moon and Sun silently stare at Y/N and process the new situation, they share a sharp look. Sun asks where Y/N's mate is. Y/N says in a small but no uncertain voice that they have no mate. They intend to raise their baby alone. Both sirens seem to relax at this. Y/N begins to babble about being able to care for the baby and still perform their work but Sun and Moon have made a silent decision together. Sun softly takes Y/N's other arm to guide them back to the center of their territory, where they belong.
Of course, Sun and Moon now recall certain moments from the past few months, such as Y/N being especially skittish whenever they or Eclipse grabbed onto their hips or caressed their sides. Another siren under their pod commented on Y/Ne eating better for they're a little thicker around the middle, and Y/N quickly brushed aside the remark. Of course, Sun and Moon see now how much softer Y/N's face is and that their movements are slow and careful, not as slipstreamed as they were when the brothers first chased them down. They're a bit bewildered (and abashed) that they missed the signs.
Y/N is still panicking at how closely Sun and Moon guide them back into the heart of their territory before taking them to a sizeable ice cave, carved out by claws. Sun darts away once they pull Y/N inside. Moon asks Y/N more questions about their pregnancy: how are they feeling, do they need to eat, are they tired, do they know when they might have the baby, and so on. Y/N grows increasingly anxious by the grilling but answers truthfully. The due date is soon, very soon. That's why they couldn't answer the summons. Moon dismisses Y/N's stumbling overexplaining with a wave of his head. He's already pieced that bit together.
Then Eclipse arrives with Sun. His burning eyes immediately land on their big belly in plain view, and Moon tending closely to their side, his claws curled around their hand. Y/N finally asks what the bosses are going to do with them. They don't want any harm to come to their baby but Y/N is well aware that they can't fend off three orca sirens. (Eclipse remembers a time he noticed a slight swell to Y/N's belly but attributed that to providing well for their Dolphin Y/N after they've been so loyal and hard working in return.) Eclipse is silent for a long heartbeat before he flashes his teeth and chastises Y/N for not telling them earlier. They could have protected them more, allowed them to rest and stay closer to them, and given them less dangerous work.
Y/N stammers for a moment before falling silent. Did the terrifying eldest boss just say what they think he said? Sun leaves to retrieve a fish before Moon speaks low into Eclipse's ear. Sun returns and gives all his attention to Y/N while he ensures the fish he caught for them won't trigger any nausea. After Y/N says the fish is fine, Sun caresses their cheek once. Then, the twins disappear, leaving Y/N with Eclipse as he watches them eat. He explains that their child falls under the orca sirens' protection because he and his brothers already protect Y/N. They will see that Y/N is given whatever they need to rest and recover. Y/N is struck dumb, but the fish is delicious and they haven't been torn apart yet, so that can only be a good thing. Right?
Eclipse catches Y/N's chin in his hand, lifting their head to hold their gaze as he grins. It will be lovely to have a little one around, he says. Y/N believes he's sincere, still wrapping their head around how they started the day off terrified and somehow finished it with devotion and support from the three orca sirens.