Pronucleus refers to the nucleus whose nuclear membrane has disappeared. The fusion of the male and female pronuclei is termed as amphimixis.
The first polar body is formed at puberty when the primary oocyte completes its first meiotic division and forms the secondary oocyte and the first polar body. The function of the first polar body is unknown.
The second polar body is formed during fertilisation, when the secondary oocyte completes its meiosis II and forms the mature ovum and second polar body. The second polar body degenerates. Both the polar bodies are not involved in fusion with any of the known structures. They don’t even fuse with each other.