Sign up for traveler's or whatever medical insurance you are eligible for BEFORE you get pregnant!! Once pregnant, you would not be covered for anything relating to pregnancy. Insurance is expensive but pregnancy and childbirth is MORE expensive!
The process of pregnancy and childbirth in Canada is not cheap, even with a straight-forward pregnancy. The forms I needed from the doctor to go off work early due to complications cost $130, for example. I am the citizen so I can't help you with specifics as I had coverage through Alberta Health Care and my employer, but having recently had a baby, I can say that even with few actual problems in my pregnancy and the birth of our daughter, there were a lot of doctor visits, 2 ultrasounds because something wasn't showing on the first one, and extra days at the hospital because I had a fever during labour and the baby's heart kept stopping, so they were worried about infection to the baby. Baby spent a little time in NICU, I am sure that would be an extra charge....
If you can wait until you get PR (I think some people are able to get health care at AIP but that may depend on the province and someone else may be able to confirm that) then you will have much less expense and stress.
If you do decide to get pregnant before PR, others have suggested midwives as a good and less expensive option. Home birth, with a midwife and doula, would be less expensive. However, if you have complications during pregnancy or delivery you will likely be sent to a doctor or hospital. I think for my next one I would feel better with a midwife, actually, the doctor just seemed too impersonal.
I suggest starting a new thread regarding this topic and you should be able to get better answers from some who have gone through this without health care coverage. I can't remember any names of those people right now, sorry! (You may need to make a few more posts before being allowed to start a thread).
Whatever you decide, good luck!