IF: The familiy allowance will be paid in case of having 'Dependent children who are actually being maintained by the researcher' at the day of the deadline, without a change of status during the duration of the fellowship. Being pregnant does not qualify you e.g. for child benefit and other services, and thus it doesn't make a researcher eligible for the family allowance.
PF: Changes in family status during the project will be taken into account. For details, see the guidelines for each call respectively clarify matters with the project officer.