Harlequins are Rasboras, and hence egg layers, they cannot, therefore, be pregnant. The normal state for female egglayers is to be deeper in the body and noticeably wider when viewed from above of the front. As long as they are feeding normally, behaving normally, and producing waste normally, I'd not worry about it.
Never feed more then fish will eat in 2-3 minutes. In a well established tank, that is not over stocked, it is a good idea to have one day a week when you do not feed.-