I find it strange how you can't prepare a nest for a pregnant lioness out hunting, however you could still feed, breed and interact with her. It would be more realistic and convenient if the game acknowledged that the lion couldn't be in two places at once and made it so that you couldn't interact in any way with a lioness who is out hunting or a lion who is patrolling.

Also to avoid confusion, I think that if a lion is occupied then a message should appear on their profile that should state something like:

"This lioness is out hunting!"

or

"This lion is on Patrol!"

Tell me what you think in the comments below. :)