On Extant Season 1 Episode 5 we get answers.
Molly and Ethan are found in the dirt, some six hours after they went missing. Ethan is essentially shut down, dead by robotic terms. Molly is no longer pregnant.
Not only is the baby gone, so are all traces of the pregnancy hormone in Molly. Can Molly outsmart the ISEA? Of course she can. Like they said, she would have never allowed footage to go missing. It's not like her.
Sam acts as if she knows nothing about the pregnancy and even when Molly is careful, there's no recollection about events leading up to the moment she's asked.
Is there a baby? Where is it? You'll find out that and how Molly got pregnant when you watch Extant online. Don't miss it!