There is also 'The Other Boleyn Girl'. While it's more about court intrigue and historical events, the character of Mary Boleyn has a pregnancy which is part of the complex historical romance, exploring themes of love, power, and family in the Tudor court.
A good example is 'The Winter Sea' where the female lead's pregnancy becomes an important part of the story set in a historical context. The novel beautifully weaves historical details of Scotland with a romantic plot and the changes that come with her pregnancy.