Some insurance may not need to cover maternity related care for a dependent (insurance that existed before 2010), but most of them do (my sister told me that a while back, and you can google). I would just double check with your insurance. It definitely would not cover your grandchildren. If your daughter is moving in with her bF and is pregnant with his child, could she get on his insurance and also have the baby covered after birth.
It is hard to give advice on this. I want to quote Dr Phil, “All I care about is the unborn baby.” Are they in the best position to raise a baby now? Having a child is a lifelong commitment. Ask them what would happen if they should split up? Who would take care of the baby if your daughter is not able to? Would/could he take time off from work to help out? Does he make enough money to support all three of them? Have you had such discussions with them?
I am sorry you are going through this. It is almost every parent’s concern - their kids having unplanned pregnancy. There is no easy answer.