Are you eligible to get ACA coverage right now? Given your change in job and lack of current coverage, you might be eligible. It could be a hassle to get all signed up, but getting insurance for a month or two wouldn't be too much money. Or, it is maybe possible for her to get on Medicaid or some other program right now since she is pregnant...I believe some states have special programs for expectant mothers.
Are you being crazy? No, not at all. Lack of medical coverage is nothing to sneeze at, and women go into early labor all the fucking time; if it happened before December 18th, you better believe you'll be running up a half million dollar bill in the NICU in no time.