A1) For my personal opinion, the employer just find an excuse to terminate you since you are pregnant. The question won't lead to termination.
Under the EA, employer can't terminate an employee if she is pregnant.
A2) After you finish your sick leave, in normal situation, they will deduct your annual leave. But there is also some company because want to reduce costing especially those company that apply "attendance allowance", they will count your leave after all your sick leave used as unpaid leave so they got reason to minus your attendance allowance.
A3) No matter is sick leave, annual leave or emergency leave, try to inform your superior as soon as possible. Give a call won't take you much time anyway.
A4) If you provide MC when you are absent for work, the company need to pay you. Sick leave with MC is count as paid leave. And also try to read your confirmation letter, see got medical benefit or not. If got, you can go claim you MC money (clinic expenses). Take note on the resignation notice period also, not all company is doing "1 month resignation notice" policy.
Reminder: Anything you can talk peacefully to you employer or you HR department. No need to upset or frustrated on it. If you do all thing in a proper way, nothing to be scare. Bad mood will influence the baby ^.^
Be happy and smile always.