My dd2 (dc3) is a Mirena baby. In my case the coil had slipped down, into my cervix. Like you, I only realised when I was having some horrid pregnancy symptoms. In my case the doctor could see the end of the coil so just whipped it out. I'd had it inserted because it was supposed to be more reliable than sterilisation, so it was really something to get my head around - dh too, as our dc were 3 (dd1) and 15 months (ds). I was almost 3 months when I found out.
It was a ghastly pregnancy (I'd been very ill with ds and we were never planning any more as I was told the kidney issues would get worse with each pregnancy) and was then worn out, on mighty painkillers, with 3 dc under 4 and a dh who worked really long hours as a GP. The next 2 years are a blur, I had bad pnd.
Well, that mirena baby is now 17, studying to be a beautician, and a real light in our lives. I'd go through it all again to have her, I've really accepted that she was just meant to be.
That's my story - I don't know your situation but I wanted to let you know that it can work out. Dh had a vasectomy when I was 6 months pregnant, they don't normally do this but given my illness they made an exception.
Wishing you all the best, however it works out for you.