Which health insurance companies cover pregnancy costs.

There are many that do. A Google search will find them.

But most of them charge full premium (that has to be paid at start), I specifically seek a insurance that deduct monthly/daily charges like AON student insurance do.

Yes that is how insurance companies work these days. You will find it difficult to find a company that will take monthly payments. Most will only do so once you have been with them for 12 months or more.

They do this to stop people from joining,getting surgery or whatever and then leaving.

If you live in Holland, you must have Health Insurance, it's not an option.  Most of the Insurance companies will include Maternity (i.e. mid-wife visits) care as standard, but it's best to check; you should be aware that most babies in Holland are delivered by the mid-wife.  Many (if not the majority) of Dutch women have their baby at home; hospital care is there for those who need it.  The Dutch attitude seems to be that pregnancy is not an illness, but some may need medical help.

If you have no Insurance and need medical help, you'll still get the help you need, but you'll be compulsory registered with an Insurance company and the money deducted from your salary.