How frustrating! There are laws that protect you even if your company doesn't have an HR department. Someone is in charge of compliance. That's probably someone who heads up the payroll department who handles things like workers' compensation and other legalities. If the policy book says 4 weeks notice, there may be more info in that document or additional policy materials. It wouldn't hurt to go to that person and say you have some additional questions and you would like to see the materials on file. That might raise a red flag that someone in the company (your boss) isn't following the law.
Your boss may be in the dark ages about women being real people, and he may think it's okay to say things about what his wife did and so on. It's not. The other manager sounds more compassionate and perhaps better informed. But those 2 managers report to someone else, right? So that would be someone to contact after you first get info from the closest person on the staff to an HR person (who handles insurance, compliance, tax withholding and other issues).
I would call your ob/gyn and ask what to do about the insomnia and what sort of letter might be required for a short-term disability like this insomnia. You might also check into your city or state commission against discrimination. They may be able to help you with procedures or at least legal statutes. That doesn't mean you have to file a big complaint right now - it just means you are getting information. For example, knowing specifically what your supervisor is allowed to say and not say, what questions can be asked about your intent to return, and so on, would be great to have.
The company isn't required to let employees work at home, but applying policies inconsistently or randomly toward some employees and not others, or to men and not to women, is a no-no. They cannot treat pregnancy differently from other medical conditions or disabilities, whether temporary or permanent.
They aren't required to give a lunch or gifts, so I would set that aside. I know it hurts, but if that was a departmental thing in that other woman's area or if she worked for the company for a lot longer, it might have been a more casual thing than a company policy/expense. Try not to mention that, at least not now. The real issue is accommodating to your work needs, reasonable accommodations according to the law, and the inappropriate comments being made by your boss.
Good luck!