Sorry if this has been discussed and I missed it. My pregnant (by Morgan of course) spellcaster went to the magic realm in her third trimester. She went there and was instantly not pregnant. I took her home and she was not pregnant. They tried to conceive again about 20 times all to no avail saying she failed to conceive.
I bought her the 'fertile' perk and then they were able to conceive again.
However, she went back to the magic realm only to be made not pregnant again! I did save beforehand this time so went back to the old save and kept her safe in Glimmerbrook to have her baby (a girl, Fiora Embergoth).
So, caution, keep your pregnant Sims away from the magic realm!