Welcome to the boat. You joined in a bit late but we go in the same
You dont have to say anything as of now. Did you inform NDVO that you guys were expecting while you did your medical? If not just drop them a mail. Keep them posted. You will have to inform them that you will not be able to fly due to that reason. And you will need to seek extension as well (Your wife is now in the 5th month, not sure but you guys can think of delivering the baby there)
And you will have to send your passports for stamping. They will give you the visas. Then after delivery you will need to send the change in circumstances mail and send in new forms with your daughters info (Birth Certificate & Passport). They will then recall your passports for cancellation of the previously issued visas (as you 3 will be getting family visas). Then they will ask for your daughters medical. After you submit it, they will then process your file again (me in this stag) & send you a fresh PPR.
And yes you both will have to undergo medical as well.
+1 if it was helpful