Hi Frank,
You do not necessarily have to live together before you get married. You will apply as a married couple and the marriage is the ground of the application. However you need to explain why you did not cohabit earlier and how did you maintain your relationship up to the marriage.
I was sponsored by my husband via inland route and it was mostly myself making sure that our application and evidence is complete. My advice would be in your case to prepare a very toughtful application package.
Explain every circumstances like the short duration of the relationship before getting married, how you are planning your future together, expecting a child, ect.
You need to make sure that CIC don`t see that you `rush` into the marriage in order to gain residency. You are the one who have to convince them that the opposite is true. Any kind of proof like joint bank accounts, savings, life insurances or wills naming each other as beneficiaries, joint purchases, letters and affidavits from friends, family members or even neighbors can be helpful.
Make sure to fully explain why you will have a small ceremony especially if there are no family present.
If you apply inland you must send the police certificate and the medical with the original application package. May I ask you which country are you from? I know it is not easy to obtain the police clearance in a short time, so make sure you get that started.
There is no such thing as a recommended amount of savings or sufficient funds. What they might be looking at is whether the two of you are able to support yourselves. There are others who got approved with no savings and te sponsoring spouse was still a full- time student or stay-at-home mother with no income. Spouses are exempt of any financial requirements in theory.