I doubt Sansa would be pregnant, it's just the dress that bumps out in the middle, the same one she wore when she jumped off.... it looked like that last season as well, it would be horrible if they did that to her.... get her some moon tea asap!
Sansa is not pregnant, and even if she was that fall would for sure have had major consequences on a baby lol.
Besides, she's wearing the same gown she escaped Winterfell with so these have to be pictures from the immediate fallout in episode one, hours after, not months lol.
Bran is standing in a dream and it looks like winterfell. So I guess all the dreams sequences will be shown as a part where Bran itself is seeing as he was there.