You can also upgrade your current den with pebbles. You can have 40 slots (I think) in one den which you can unlock by buying the spaces with pebbles, which is a lot easier than getting MS for a new den. If you scroll down in your den tab under the Actions menu there should be things like Feed All, Manage Auto Feeder, Organize, and Purchase Space. All you have to do is click purchase space and it will bring up a little pop-up to allow you to purchase an extra space with your pebbles. The price does increase with each slot you buy. But, this should help you out a bit since you've got some pregnant wolves.
If you want to buy a completely new den though, yes, that's going to cost MS. You can buy 9 more dens to have a total of 10. The price does increase with each new den you purchase though, just like slots. The first couple are okay, but the increase in price can take a lot of saving, so it may be easier while you're saving MS to buy a new den, to upgrade your current one with pebbles.
Looking through an upgrade guide, someone seems to have calculated the price it will cost to upgrade your den slots fully and what it will cost to unlock the rest of your dens.
- Dens- 9 upgrades costing 450 Moonstones.
- Den Slots- 40 upgrades per den costing 820,000 Pebbles. 400 upgrades total for all 10 dens costing 8,200,000 Pebbles.
This is the guide that I referenced, by the way, if you want to look into it a bit more. Mining and Cooking upgrades no longer cost MS though, so it's somewhat outdated by just a bit.
Hopefully this helps your space issue out. ^-^