I had a sim who wouldn't give birth once, she was in labor and everything, but she was homeless and was just visiting her boyfriend. I ended up having her move in and she gave birth soon after.
Did you try buying a crib to see if that would start something?
You may already know this, but if you just want a sim starting out pregnant, you can save a sim female of your own who's about ready to pop to the your library, and the next time you create a family, you can edit her, and make an entirely new pregnant sim. That is a cool benefit of CAS in this game, they keep the sim pregnant in CAS.
