Ive seen lots of people asking questions about travel insurance on lots of forums and I've just found www.mamatob.co.uk who have covered me my husband and kids on a holiday when I'm 34 weeks pregnant, they cover up to 36 weeks and after extensive research, it seems like the best level of coverage I could fine as they cover labour costs regardless of whether its natural as long as it is premature.... Just wanted to save you some time if you are looking.