The family of Shamima Begum - the teenager who went to Syria to join the Islamic State group - has called on the UK to bring her back "urgently".
They said the 19-year-old's unborn baby is "a total innocent" and had the right to grow up in the "peace and security" of the UK.
Ms Begum, from east London, told the Times she feared her child would be taken from her if she returned.
The justice secretary said the UK would evaluate each case individually.
Ms Begum was one of three schoolgirls from Bethnal Green, east London, who left the UK for Syria in 2015.
The teenager was found last week in a Syrian refugee camp by a reporter from the Times and on Wednesday told how she had escaped from Baghuz - IS's last stronghold in eastern Syria.
In the second instalment of her interview with the Times on Saturday, Ms Begum asked: "What do you think will happen to my child?
"Because I don't want it to be taken away from me, or at least if it is, to be given to my family."
She added she had been taken to hospital because of contractions after arriving at the camp, which meant she could give birth "any day".
Ms Begum told the newspaper she knew returning to the UK "wouldn't be a quiet thing" and she understood she faced possible terrorism charges.
However, in an apparent reference to the time members of her family appeared before MPs on the Home Affairs Select Committee in March 2015, she said they were told: "I won't be charged with terrorism or anything".
Ms Begum had previously told the paper she had lost two children in Syria.
Her daughter died at the age of one year and nine months and was buried in Baghuz a month ago. Her second child died three months ago at eight months old of an illness compounded by malnutrition, she said.
She said she took him to a hospital but there were no drugs and not enough staff.
In a statement issued on Friday, her family said they had previously "lost all hope" of seeing Ms Begum again, saying she had risked "imprisonment and death" in escaping from IS territory.
They said they were "utterly shocked" by her lack of regret about joining IS, but that they were the "words of a girl who was groomed at the age of 15" and is surrounded by IS sympathisers.
The family said they were concerned that Ms Begum's mental health had been affected by her four years in Syria, during which she married an IS fighter and had two children who died.
"Now we are faced with the situation of knowing that Shamima's young children have died - children we will never come to know as a family. This is the hardest of news to bear," the family said.
"The welfare of Shamima's unborn child is of paramount concern to our family, and we will do everything within our power to protect that baby who is entirely blameless in these events."
They said they would welcome an investigation into her actions in Syria "under the principles of British justice".
Justice Secretary David Gauke said there were national security risks to allowing people such as Ms Begum to return to Britain but did not rule it out.
He told the BBC the UK needed to evaluate each case on "a case by case basis".
Home Secretary Sajid Javid has said she could face charges if she returns.
He told the Times this week there were a range of measures to stop IS supporters who posed a serious threat from returning to the UK, such as depriving them of British citizenship or excluding them from the country.
Tasnime Akunjee, a lawyer for Ms Begum's family, said he did not believe Mr Javid had "the legal grounds or tools to stop her coming back".
Chief of the intelligence service MI6, Alex Younger, told the Munich Security Conference on Friday that British citizens "have a right to come to the UK".
Ms Begum, along with Kadiza Sultana, 16, and Amira Abase, 15, from Bethnal Green Academy in east London, entered Syria via Turkey in February 2015.
She said Kadiza Sultana had died after a house was bombed, but the fate of her other friend is still unknown.
Ms Begum escaped from Baghuz two weeks ago, but her husband - a Dutch convert to Islam - surrendered to a group of Syrian fighters as they left.
She told the Times that she feared she may never see or be allowed to live with her husband again, adding she loved 26-year-old Yago Riedijk "very much".
Fighting against IS forces has been continuing in north-eastern Syria, where the Kurdish-led Syrian Democratic Forces (SDF) say they have captured dozens of foreign fighters in recent weeks.
IS has lost control of most of the territory it held in Syria and Iraq and US president Donald Trump said on Friday he expected to announced its defeat this weekend.