The Season 3 finale saw Fred worrying about Serena and being shown a video of a Canadian protest showing solidarity with Chicago. Serena, meanwhile, ends up getting arrested, being charged with getting her driver Nick Blaine to rape June Osborne. When Season 4 picks up, a video hyping what’s ahead reveals Serena unexpectedly learns that she is pregnant. She tells Rita about it after inviting her to visit in prison, but she does not intend to tell Fred. Fred, though, learns from Rita about the pregnancy, and is shocked at the news, especially that Serena’s been keeping it a secret from him.