Gossip columnist Liz Smith notes that Lindsay Wagner is in New York making a Kate And Allie guest appearance - which will serve as a pilot for her own CBS comedy series . . . Lindsay is expecting a baby this fall by ex-husband Henry Kingi; however, her pregnancy won't present a problem for the proposed sitcom. The show (in which she's to play an actress who returns to school and ends up supporting herself doing various jobs) is slated as a mid-winter replacement. Shooting wouldn't begin until late '86.