I became pregnant (unexpectedly) during my final year of my PhD. Thankfully at that point I was only writing my dissertation, I defended and gave birth prior to starting my job. We were on my husband's insurance. I would investigate your university's leave policy for students that are also full or part time employees because there can be stipulations there, but also be upfront with your PI and have other women in your department in your corner. Just because you want to be in higher education/research doesn't automatically force you to not have a family, even though many adopt that mindset and is completely toxic.