D.B.
I think it's important to look at what your agreement was with her, and what you have written down in an employment contract - which it sounds like you have.
It's important not to assume details about what a pregnant woman can and can't do, or what she would do if she had a child. Women fought for years to not be asked these questions by employers or prospective employers - so even if your nanny had a child, you cannot assume that she wouldn't come to work or that she would bring her own child with her (as suggested below).
I'd talk to her ONLY about her ability to carry out the job responsibilities outlined in your agreement: traveling, how requests for time off would be handled, etc. I would NOT ask her when she is due or how much maternity leave she would be taking or what her own day care plans are. I don't think that's legal. You might consult an employment lawyer to see how to proceed once you get answers, and how to go about getting those answers in a legal, non-discriminatory way. You have time, apparently.
I get your concerns - I think you are an employer, however, and you have to tread carefully.