I was 19 and still living at home when I discovered that I was pregnant with my oldest (now 23) - and I didn't announce this fact to my extended family (aunts, uncles, cousins) because, to be frank, it was (a) nothing to do with them and (b) I knew I'd face judgement from them all, and couldn't be bothered to put myself through that.
OP, I mean this in the nicest possible way... get over yourself. Your BIL is probably not embarrassed of his daughter's pregnancy, he simply forgot to call. Pregnancy is considered, rightly or wrongly, something that women gossip about, not men. Perhaps he was waiting for the safe delivery of his grandchild to inform you/your husband? As for your SIL, perhaps she was passing the buck during your conversation, because she was bewildered as to why you were calling her. Have you called your niece? After all, at 19, she's an adult... and she is the one who is pregnant, not her mother.
If you don't have a close enough relationship with your niece that you can call her to talk to her about her pregnancy (whether it's to congratulate her, or offer the support which - regardless of whether the father is still around/how this baby was conceived - she is going to need) as an adult in her own right, then you're not important enough to their family to be told in person. It's as simple as that.
And don't blame your MIL, either. Unless, of course, you fear a conspiracy going on between every other member of your extended family, and this pregnancy is the straw which broke the camel's back regarding it?
When I was pregnant, my parents knew, one of my two brothers/his wife knew, and my grandparents on both sides all knew. My grandmother told my aunt, who was also pregnant, and she called me (back in the days when a 19 year old didn't have a mobile phone glued to their hand!) to offer support, her wisdom (it was her 4th pregnancy), and to announce her own pregnancy (there are just days between my daughter and my younger cousin in age). Everyone else found out after that. One uncle decided to judge me... and I went NC with him. Completely. He and his family have never met my children, and won't. He's still in touch with my father, who claims to despise the way he judged me - he suggested to my father that he ought to punish me for "bringing shame" onto the family... except, I didn't. A baby is something that ought to be celebrated - not judged. My other brother found out when my daughter was born (and he judged me, too, without ever knowing the abusive relationship I'd walked away from and the misinformation concerning how far along I was in my pregnancy - a GP told me that I was a few months more pregnant than I actually was, resulting in any choices I may have had being taken away from me).
Stop reacting as though your adult niece is a child, still. She blatantly isn't. She's 19 and about to become a mother. If you value her at all, OP, I suggest that you start to offer her the same consideration that you feel you, yourself, are entitled to. She is an adult. The living at home still part...? A lot of young adults cannot afford to do anything but live in their parents home. My 23 year old still lives at home - as do 90% of her friends. A friend of mine's 20 year old son lives at home with not only his girlfriend, but their 1 year old child. We make it work because we're their parents, and we love them.
So please, stop judging your niece and her parents for not informing you of this pregnancy - they obviously have/had their reasons. Offer support to your niece. Treat her as the adult she legally is, not the child you seem to believe that she is. Celebrate having a new great-niece or -nephew in your extended/wider family. Don't judge another woman's choices, because they are hers - not yours - to have made. This isn't about you, they have better things to be focused upon right now.