If you're pregnant in Canada and give birth, your child will become a Canadian Citizen by birth regardless of your status.
I believe if you're a diplomat, this does not apply. Under Canadian law, children born in Canada of foreign representatives enjoying special status under the Foreign Missions and International Organizations Act (FMIOA) and covered by section 3(2) of the Citizenship Act do not acquire citizenship by virtue of their birth.
I suggest you come to Canada and land, get your PR Card, and give birth. Your child will be a Canadian Citizen by birth.
As you stated it's not possible, see a reply from CIC prior in another topic:
Sir, Madam,
Thank you for contacting Citizenship and Immigration Canada. I am pleased to follow up on your request:
Add-on - Application to sponsor a member of the family class - Spouse, common-law partner, conjugal partner or dependent child
A family member* of the principal applicant could be added at a later date, even if he was listed as non-accompanying dependant in the initial application. However, it is impossible to add a family member to an application if the final decision has been made.
To add a person to the application, you have to download, fill out, validate and print the following forms** from our website and send it to the Case Processing Centre (CPC) in Mississauga, Ontario:
A new Application to Sponsor, Sponsorship Agreement and Undertaking form (IMM 1344) completed by the sponsor,
A new Generic Application Form for Canada form (IMM 0008) form (IMM 0008) with supporting documents, if you are adding a family member who is inside Canada and the application is still in process at the CPC in Mississauga, Ontario,
and
The add-on request including:
your client ID number/UCI,
a letter of explanation,
a copy of the birth certificate, marriage certificate or proof of common-law relationship, and
the proof of payment.
You must write ADD-ON on the forms and on the envelope. If you want proof that your application was received, we suggest that you use registered mail with Canada Post or a courier service such as Purolator, UPS, FedEx, etc.
*A family member is a spouse, common-law partner, dependent child or dependent child of a dependent child.
**If the newly created family member is a child born in Canada, only the add-on request is required.
I suggest you contact CIC to confirm!