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Dear me that looks very uncomfortable! First of all, that wont be pregnancy as danios are not livebearers. That to me looks severally bloated! What do you feed them, how much, how often? Also, could you tell us a bit more about your tank please? How big is it, how long as it been running for, tank mates, tank stats, temperature, maintenance routine etc. The more information you can give us the better
I would leave off feeding for several days, do a few water changes and if in a few more days it's looking any better then I would feed some cooked and deshelled peas to the tank- not too many though. This will help their digestion and hopefully clear any constipation (which is a common killer of fish). There are various rules to follow, but basically you should feed as much as they can eat in a short amount of time- fish do not have the same ability as us mammals to know when they have eaten enough, and will literally eat themselves to death if we allow them too. Small amounts of food several times a day is often much better than one big feed a day.