dilemma - I wouldn't have been annoyed, but I would have been really, really worried - especially when it was a 4yo.
I am glad it wasn't anything too terrible (like an accident/death), but as it wasn't, I would have been annoyed she hadn't bothered to ring, just to let me know she was OK - I would have happily then put them in the bath together, got them ready for bed, told her Mummy was doing some jobs and would be there later etc. or happily offered a sleep over.
Her niece being pregnant at 15 is a nightmare (judgy maybe, but it's the way I'd see it), but it's not such an 'emergency' that she couldn't have picked up the phone to you.
She also could have said to you that she was sorry she was late and that she'd call you a bit later on....
Anyway, I guess all's well that ends well.... (well, except for the poor niece )