Just did a quick test with werebeast pregnancies. I already had werebison converter setup for visitors in my fort, so i took married dwarf couple and converted them (took a few tries, werebisons are extremely deadly). Put them together into sealed room with beds and checked for pregnancies, and female was already pregnant.
Than I waited for next full moon. When they turned i checked again and she was still pregnant
Changed pregnancy timer to 100, waited and... nothing happened. When they turned back she had a thought about miscarriage
After reloading previous save and repeating this process a couple of times I had the same results. To exclude the possibility of other causes for miscarriage I set the timer to make her give birth right after transformation back into dwarf, and she gave birth to a normal baby. In one try there were even triplets
It looks like if the timer goes to 0 when she's in werebison form than it will result in a miscarriage. But she also was badly injured before (during infecting process) and was hungry and thirsty being locked without food, so to properly test this i need to wait for another full moon, but i don't have much time right now.