American Horror Story: Delicate Season 12 Episode 2 unfurls with the police presenting Anna with footage showing Dex as the sole individual to enter their apartment around the time she awoke to find an intrusion. The detective playfully suggests she may have imagined the whole ordeal. The following day, Anna spots Ivy across the street, and at Siobhan's office, learns of her nomination for a Gotham Award. Siobhan proposes to work on Anna's image if she wants to win, and then informs her of a plan to start taking vials of B12. Anna, assured that Mrs. Preecher is harmless and simply kooky, feels that IVF is a form of murder. Dr. Hill informs Anna that it will be another 11 days before she should take a pregnancy test.

Back at home, while perusing a social feed about how witches run Hollywood by Mrs. Preecher, Anna accidentally stabs Dex in the face. Two weeks pass, and Anna takes a pregnancy test, revealing that she is indeed pregnant. Dr. Hill advises them to avoid any kind of stress. Anna informs Siobhan of the pregnancy, and she is overjoyed, suggesting it will be beneficial for Anna's Oscar hopes. Siobhan also informs her that she has obtained a dress once worn by Madonna to the Oscars for Anna to wear.
At the Gotham Awards, Anna's limelight is stolen by a rival actress in the same category. Anna takes a trip to the bathroom to cover up a zit, but ends up peeling off a whole layer of skin. She also encounters a very obsessive fan who gets so badly injured that she is left bleeding out in a pool of her own blood. Yuck. Anna wins the Gotham award, but when she sees the fan she'd left to die in the audience alongside Miss Preacher and Dex making out with Sonia, she vomits and collapses. When she wakes up, a paramedic sedates her. When she wakes up again, Siobhan is singing "Rockabye Baby" to her and informs her that she must have imagined the encounter with the dying fan.
Anna wakes up in the night, hearing whispers coming from the basement while staying at a house in the Hamptons with friends. There's no one there, and she then experiences a strange pain that only gets worse. On the way back home, she starts bleeding. She tries to call Dex from the hospital but receives no answer. Ivy performs an ultrasound on Anna but refuses to let her see the screen. Anna miscarries as Ivy leaves to find a doctor. Dex finally arrives, and Anna tells the doctor that Nurse Ivy did an ultrasound, but she is told that there is no Nurse Ivy that works at the hospital.