The ending (SPOILER ALERT)
Ok so I don't have the best handle on the ending. I don't get why they made the lights flicker. The only way that I could understand it is through the following explanation: knowing that the room makes everything disappear in the regular world but not being able to resist a world where all of their needs and wants are at their fingertips, the couple decide to just live the rest of their days in the infinite world that they created as an extension of the house (maybe they even made some corrections and improvements to it). When we last see the couple, they are in the infinite extended world and the woman realizes she's pregnant but doesn't know who the father is. End movie.
Now we know that the lights only flicker after a request is made or if something is going on in the house. Maybe she didn't realize that she requested to be pregnant and now she's worried she's gonna have another crazy baby because she's not 100% confident about how the infinite world/room works? Or maybe someone else walked into the main house and made a request and she's freaking out that they will be discovered?
I doubt the theory that the baby is Shane's really holds up because even if he had impregnated her (he probably didn't get any sperm in her before he was interrupted) Shane's conceived baby or sperm would've immediately turned to dust in her uterus when she went outside to see him AS he was dying NOT AFTER he had died. The rule of the room is that the creator has to die for the created thing to remain whole in the real world SO all of his sperm would have disintegrated by the time he died. The baby is much more likely to have been the husband's anyway since they actually had sex to completion.