I know everyone is or was sad that Kelly lost Mc's baby, but it's possible Lily and maybe Cassie got pregnant if she was able to be impregnated by the Mc since he had sex with them before turning into a vampire, and they ended up leaving to be safe, but they will probably call Mc to tell him they are pregnant after having signs of it and doing a pregnancy test, or he calls them but yeah sadly we lost one kid so far, but there are two possibilities that might happen later and maybe even more to come.