As previously stated, since Danios are egg scatterers, they are not capable of being pregnant. They are called "gravid" when holding eggs. So yes, your fish is most likely gravid. As long as you are feeding a good balanced diet and you see the fish deficating (proper word for POOPING lol) it is not "blocked " and/or bloated.
The good news is that fish like this can be gravid their entire adult life with no consequences so unless you are trying to breed them, don't worry about it. At some point down the road, the fish will reabsorb the eggs and benefit from the nutritional aspect of eggs.
Hope this helps