Why did call his first son Gershom and his second Eliezer, even though he was saved from the sword of Pharaoh before he became a stranger in a foreign land?
Seforno: Because it was only after the current king of Egypt died that Moshe was safe from his sword - and that was only after Eliezer was born.
In similar vein, the Rosh (in Yisro, Shemos 18:4):
explains that he was not completely safe from the sword of Pharaoh until those who were after his blood had died (See Rashi later, Shemos 4:19).
Why does it not say that Tziporah became pregnant?
Moshav Zekenim: She was young and modest, so her pregnancy was not discernable.
This is how Chazal learned regarding Zilpah (although the Midrash regarding Zilpah does not mention modesty). Refer to Bereishis 30:10:1:1.