The truth is, life is constantly changing and the reality is that families come and go in our business for different reasons.
She probably knew that if she mentioned the pregnancy then nobody would take her little one. You can look at it as dishonest ( yes she was ) but there was probably some desperation to ensure that her little one went to a provider that she knew would care properly for her little one and not having to put her little one in a daycare because she had no other choices. In the end people will always look out for themselves and you have to do the same.
If your feeling at your wits end then you know termination is the best thing to do. Keep in mind that she does have only 4 months and maybe no other options so if you do decide to keep her little one. You have to set ground rules and would email her and or write her a letter to state how things are going to be moving forward.
1. supplies are required for the week on Monday and or your little one will not be able to stay. Wipes, fruit etc what ever you have told them and agreed is to be brought.
2. ....other issues you may be having.

The friendly conversation is so you wouldn't get mad. I'm sure she was worried about telling you and came up with her straty of what and how to tell you so you wouldn't get mad...
I don't like to think the worst of people and always try to give them the benefit of the doubt but when your feeling cheated and walked on for being nice, time to call the shots if you again, decide to keep her. It will keep your pocket book happy until you find your replacement ( and you'll be interviewing until you find someone and then give her the notice for the other family to start) and she won't have to scramble if she doesn't have a back up.

I know your upset but if your struggling then you might want to keep her on for a few weeks until the replacement. Just you call how things are moving forward and be firm.