T.H.
My experience with unemployment was that they will start paying from the day you became unemployed even if it is a month or two later (though this was in California). I found that to be very comforting.
Regarding finding a job while pregnant, I feel for you. It's hard to find any job right now. I'd look into work from home jobs. I did "social network management" for a while. I basically updated blogs, twitter accounts and facebook for business purposes for people who either didn't get it or where too busy to do it themselves. Get creative!
Best of luck to you! This must be terribly stressful!
T.