Another possibility is that an existing character from Fairy Tail turns antagonist in this scenario. For example, a jealous guildmate who feels overshadowed by Lucy and plots to make her leave. They could spread false rumors or create difficult situations for her until she decides to go.
The main antagonist could also be an external force, like a dark guild that targets Lucy and makes her presence in Fairy Tail a danger to the other members. To protect her friends, she might choose to leave and draw the danger away from the guild.
It could be a new character introduced specifically for the fanfiction. Maybe a powerful mage who has a vendetta against Lucy and somehow manages to drive her out of Fairy Tail by causing trouble for her within the guild.
A powerful magical being from another dimension could be the main antagonist. This being senses the departure of Lucy and Juvia from Fairy Tail and sees it as an opportunity to invade their world. It tries to stop the two girls from getting help or finding a way to stop it, as they are two of the most powerful mages outside of the guild protection now.
It could be an evil sea witch. She might be jealous of Lucy's newfound mermaid powers or her connection to the Fairy Tail guild. The sea witch could try to steal Lucy's powers or use her to gain access to the land world.
It could be a dark wizard from the Fairy Tail world who sees Naruto as a threat because of his unique powers. This wizard might try to stop Naruto from leaving, fearing that he'll take the knowledge of Fairy Tail's magic to other places.
The main antagonist could be a powerful and ancient fairy who has been banished long ago but now returns to seek revenge on the fairy world. And Lucy, being a new and important part of the fairy world, becomes a target. This antagonist might have unique and dark magic that makes it extremely difficult for Lucy to defeat. Also, the antagonist could have some sort of grudge against the fairy queen or king, and Lucy is caught in the middle of this power struggle.
One possible plot could be that Lucy and Juvia leave Fairy Tail to go on a self - discovery journey. They might want to explore their individual magic powers more deeply without the constraints of the guild. Maybe they travel to different magical realms, meet new characters, and learn unique magic techniques that they can bring back to Fairy Tail later.
It could be a rogue Dragon Slayer who is jealous of Lucy's new - found powers. This character might have been exiled from their own guild for misusing their powers and now sees Lucy as an easy target to prove their superiority.
It could be an ancient dragon that has been awakened from a long slumber. This dragon might have a vendetta against Ignia or the Fairy Tail guild for some past transgression.
It could be a former Fairy Tail member who turned to the gangster life. They know all the guild's secrets and weaknesses, so they can be a very formidable opponent. They might have left the guild because they felt betrayed or didn't get the recognition they thought they deserved.
It could be that there are some internal issues within Fairy Tail that make her leave while being pregnant. For example, there might be a prophecy or a curse that she believes could harm her baby if she stays. So, in order to break free from that potential threat, she decides to leave. Also, she may be facing some personal conflicts with other members of Fairy Tail regarding her pregnancy, like some not being supportive or having different views on how she should handle it, which ultimately drives her to leave.
Perhaps an old enemy of Fairy Tail who sees Natsu as a new threat. They might target Natsu specifically to prevent him from strengthening the guild. This antagonist could have a long - standing grudge against Fairy Tail and see Natsu as the new hope for the guild, so they try to eliminate him before he can fully join.