Hey hey! The first issue is a browser problem. If you're on the $4 tier than you don't gotta worry because all of your saves are stored on the server. Incognito browsers never store any data, so if you wanna stick with that, you'll need to use the online saves.
For pregnancy, it's a known glitch. Sometimes children don't make the jump. If you bring someone back to the location you left, you'll find everyone there still.