In Illinois, pregnancy is NOT an excludable "pre-existing condition." They cannot deny coverage for this even if you had a brief lapse in coverage.
http://www.idfpr.com/DOI/HealthInsurance/HIPAA_preexistin...
"HIPAA (Health Insurance Portability and Accountability Act, effective July 1, 1997) limits the time you can be denied coverage for a preexisting condition under your employer's health insurance plan. Under HIPAA, an employer health insurance plan can deny coverage for a preexisting condition only if the employee or dependent is diagnosed, receives care or treatment, or has care or treatment recommended in the 6 months before the enrollment date. Note: Pregnancy cannot be denied as a preexisting condition by an employer's insurer. In addition, preexisting conditions cannot be applied to newborns, adopted children under age 18 or a child under age 18 placed for adoption as long as the child become covered under the health plan within 30 days of birth, adoption or placement for adoption, and provided the child does not incur a subsequent 63-day or longer break in coverage."