I'm absolutely astounded. Have been looking for travel insurance that will cover me whilst 30 weeks pregnant, in South Africa. Not suprisingly its quite difficult to find and I thought I might have to use a specialist insurance group.
However, have just phoned EGG (without any real hope they would cover me). They will provide cover up to week 32 of pregnancy, as a standard part of their insurance. Other quotes I have had have been really expensive, theirs was £44.
I'm not trying to recommend them, having not actually experienced their levels of service yet, but worth considering looking into if you are wanting cover at a late stage in pregnancy like me.