we assume that your question covers the situation that you become pregnant while you are receiving unemployment benefits (not the situation that you are already / have been pregnant for a while and want to go on maternity leave and receive maternity leave benefits).
Until you can go on maternity leave (from 4 weeks before expected delivery), you have full right to receive unemployment benefits as other unemployed A-kasse members. Off course you need to be available for the labor market, which means among other things, that you must apply for jobs, go to meetings in the Jobcenter and your A-kasse.
As long as you are only pregnant (not on leave or sick) then it is your A-kasse who pays unemployment benefits to you.
When you get on maternity leave or get sick because of your pregnancy then it is always Udbetaling Danmark who pays the benefits to you.
Should you get sick of your pregancy and therefor not able to work/be available for the labor market, then you can get maternity sick benefits from Udbetaling Danmark.
At least 5 weeks before your semester you are obliged to let your A-kasse know about your pregnancy.
Then your A-kasse will inform Udbetaling Danmark about your pragnancy and the date you expect to go on maternity leave.
You will receive the same amount in maternity leave benefit as you did as unemployed (unemployment benefits).
You do not use of your 2-years period with unemployment benefits while you are on maternity leave. This means that when the maternity leave is over, then you can go back to receive unemployment benefits again for the rest of the 2-year period that you did not use before you went on maternity leave.
Let me know if you have further questions.
Anders Weber, www.a-kasser.dk