No. Being pregnant does not exclude her from sacking I'm afraid as long as proper procedure have been followed which sounds as if they have been
It is always worth calling ACAS - google it, it's the first link
It is unfortunate being at the final warning stage with pregnancy as an added worry. It is possible the employer may take it into consideration as a mitigating circumstance as to why she made what ever mistake she made, but cannot be used as an excuse



