German citizen (not a resident) moving to Germany before birth

She can freely move to Germany at any time (note airline regulations when pregnant!) and will be treated the same as any other German.
That means:
- She's free to settle, live (and potentially work) anywhere.
- She can (in fact: must) become member of the German health insurance system. Note: Pregnancy and child birth are fully covered and there's no waiting period or exemption for pre-existing conditions. BUT: She has to pay the (compulsory) contributions from her own pocket - the minimum is around EUR160/month unless she's student or dependent of a full payer (e.g. you after you find work).
- Unemployment benefits are only available after a certain time of working (and paying contributions).
- Means-tested social security benefits (at the minimum survival rate, a.k.a. poverty line) are available if she has no other financial reserves.
- She can only get a family reunion visa for you to join her if both of you have sufficient financial means, living space (e.g. apartment), you also have German health insurance and you speak basic German. (After birth of the child - provided it is yours - you can join without these restrictions as father of a German citizen.)
With a family reunion visa, you'd get a work [permit that allows any (legal) employment.