Lucy is in the Parks and Recreation season finale called "Are We Better Off?" as Diane.
Video of Lucy's appearance will be posted here.

In the second plot of the episode there seems to be some detective work is underway:

The other characters' storylines are linked together as Andy (Chris Pratt), who has resurrected FBI Agent Burt Macklin for one final case, tracks down the owner of a mysterious positive pregnancy test he found in Ron's (Nick Offerman) cabin. It must be one of the five ladies present at the Parks Dept. retreat, he deduces. Which means either Ann (Rashida Jones), Leslie, April (Aubrey Plaza), Donna (Retta), or Mona Lisa (Jenny Slate) is expecting.

The final moments of the episode are the most jaw-dropping. The pregnancy test belongs to, you guessed it, Ron's girlfriend Diane (Lucy Lawless). Or, at least, so we are lead to believe. As Andy is expressing his frustration with his failed investigation to Ron, Dianne walks into Ron's office and says she needs to talk to him in private. We are treated to a shot of Ron's paling face as the meaning of Diane's words set in. Is Ron, a loner who despises change, ready to become a family man?

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EW Magazine also an interview about whether Diane is pregnant:

Seeking information and clarity on these matters, EW spoke with series co-creator/exec producer Michael Schur.

• First off: Is Diane (Lucy Lawless) really pregnant, or did the episode purposely leave the weensiest bit of wiggle room at the end by not showing her delivering any news ?

Nope. Stop overanalyzing it. "There's no ambiguity -- she is indeed pregnant," says Schur.

•Does this mean that Diane will play a big role in next season?

Schur cautions that it's challenging to schedule guest spots for Lawless, who lives in New Zealand. "I think she really likes doing the show and we love having her, and obviously we would love to have her around as much as possible, but she's also always in demand for everything," he explains. "She's going to be the mother of Ron's child so she's not going to suddenly disappear. And we don't know exactly when we'll be able to use her but we foresee at least trying to use her a lot next year... The most interesting thing about it is how it affects Ron (Nick Offerman). It's his life that we've been following for five years, so that story can play out in a lot of different areas of his life. He's going to go through a significant transformation as he prepares to do this gigantic thing, which is to become a biological father. That's obviously going to be a big part of the year for his character, and it won't only be in the 'I have to read some baby books and figure out how to change diapers' kind of way."

• How did the writers settle on Diane and Ron as the pregnant couple? Were other options considered?

The story line was born out of discussions surrounding Ann's (Rashida Jones) mission to have a baby. "We realized that there's nothing really surprising about telling the story of a person who wants to get pregnant for 10 episodes and then at the end of the year they're pregnant," says Schur. "So it seemed funnier to have her go through her trials and tribulations and try all these different things and decide it's going to be Chris and have them plan, and then have someone else get pregnant.... We explored all the different possibilities. We talked about it being Leslie (Amy Poehler), obviously -- that would be the first idea. That's something we want to do on the show someday but it is so disruptive to have the main character on your show get pregnant and have to be pregnant for an entire year. And Amy in real life has been pregnant for, like, 98 percent of the time when we were shooting the show, and I think if we told her she was going to have to pretend she was pregnant next year, she would murder me. So then we thought about Donna (Rhetta) just because it seemed funny and it would be mysterious about who the dad is. Then we talked about April and Andy, which seemed really fun. But at the end of the day we thought: We have this other relationship that's been in the background of the entire season and having it be Ron would be really fun and unexpected.... It's a big change for him and it furthers the arc of him having to make a little bit of room in his life for a woman that he cares about and her two kids, which was a big theme of the year for him. Once we decided that, it was just a question of setting everything up. We did an episode where Leslie suddenly saw Jerry's life and was like, 'Maybe I want more than just work in my life.' We had Tom (Aziz Ansari) have this crazy relationship with Mona-Lisa (Jenny Slate) and that seemed like it could be a legitimate unplanned disaster that would befall them. So, slowly over the last five or six episodes, we set it up so that anyone seemed like a legitimate possibility. From there, it was just a case of trying to build the best mystery we possibly could with the most misleads and crazy left turns."

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For more about Lucy's role as Diane on Parks and Recreation, go to the AUSXIP Lucy Lawless Parks and Recreation subsite