Well they're dwarves, I don't think being pregnant would stop a hardy creature from doing heavy labor until very close to delivery
Agreed. Human pregnancies can be arduous and often lethal, but in the name of gameplay I think dwarven ones should be relatively easy. Maybe a rest period of a couple of weeks before delivery? Like, "Bromek Rigòthokir, Speardwarf cancels sparring: too pregnant", then pretty much resting like when wounded, except it says "Pregnant".
I really like the idea of having births be a lot more dangerous without a nurse, it would make the Health Care job more meaningful. With a decent nurse, I think the odds of births being difficult should be very long.
As for wounds, organs and stuff like that - is it really needed? Sure, it
could be added, but I don't see much fun gameplay coming out of making pregnancies much more of a risk or a hassle you need to manage, and including anything remotely sexual in games is always to invite trouble you don't need.
orphanages, to cut back on baby suicide.
The most sensible thing would seem for another dwarf to adopt the baby - father, friend, or just a random dwarf in the fortress ("Urist was upset about having to adopt a baby lately"). Makes much more sense than having babies intentionally crawl off to kill themselves.
It might mess up family relations to a point where it's an unfeasible idea, though. Who knows.