Pregnancy isn't classed as a pre-existing condition and does not need to be declared to your insurer. You should be covered by most providers if you have a pregnancy-related emergency abroad, providing you haven't had any complications.
However, we've seen that cover can be limited from week 29 and other policies that limit the cover up to week 32 (or 24 weeks for multiple pregnancies) – so always check, as it does vary with different insurers. As pregnancy is not an unforeseen condition in most cases, it will not be covered by most travel insurers in its later phases.
It's recommended that you get a letter from your doctor and take this with you, stating how many weeks pregnant you are, along with your travel insurance documents.
In January 2015, British couple Lee Johnston and Katie Amos were left facing a medical bill of more than £100,000 after Katie gave birth 11 weeks early. In this instance, their insurer paid out. However, as always, to make sure you are covered, check the terms and conditions of your policy carefully.