You cannot lose a university-sponsored scholarship or fellowship as a result of your pregnancy—such a policy would be treating you differently as a result of your sex and parental status.
This includes students with athletic scholarships see here If you have scholarships or funding that isn’t sponsored by the university, different rules may apply.
For more information, please visit thepregnantscholar.org/
PDF link below for the U.S. Department of Education
Supporting the Academic Success of Pregnant and Parenting Students.
*Also found on the pregnant scholar website linked above.