i send the query to CHC havana and there reply is as below. may be it will help the pregnant ladies to decide what to do.
Family members can be added to the application at any time during the process, including after the visa is issued but prior to obtaining permanent resident status. You should inform the visa office immediately if your family composition has changed or is going to change. The child should be added to the sponsorship, the processing fee paid and a medical examination done. As you are under the FSW category you will need to show evidence of settlement funds for the new family composition.
Sincerely,
Immigration Section , 31
Canadian Embassy, Havana
Calle 30 esq 7ma, Miramar
Fax: (537) 204-1069
Website; www.lahabana.gc.ca
Email: re-havan-immigration@international.gc.ca