Thank you so much for explaining!
1- She wouldn't have suspected because Warlocks are, due to their corrupt surge, infertile. Not to mention she wasn't overly concerned about her missing period while the world was in danger of being destroyed by Thar'akith.
2- The whole trip from Walinad to Sindan, and to Gael to Khell took about 4 months at most. If Thyia had a male LI, that would make her 2 mo pregnant, if she had a female LI, she is about 4 mo. Some body types don't start showing until the end of the 4 mo, so we are in the clear (barely :) But I couldn't have changed the sprites due to spoilers.).
3- Elius knew because of the same reason how Thar'akith knew. How Thyia knew. Elius is a loyal follower of Xiris, and although her messages are not always clear and comes as nightmares and dreams, this one was very clear.
Hope I could answer all of your questions! :) Let me know if you have any more.