While the miscarriage angle makes for an interesting theory, I think Kay really had an abortion.

While it might not have been possible to tell the sex of a baby at three months, that can be chalked up to director's license. It would be uncharacteristically foolish for Kay's to rely on something medically impossible for her coup de grace against Michael.

As for logistics, in an earlier version of the script, Kay is able to escape (under the guise of boating with a neighbor) and return to her parents' home in New Hampshire. On her home turf, it wouldn't be hard for her to find a doctor either unaware of who she is or willing to take a risk for her.

Also, if it's just a miscarriage, that denies Kay much of her agency. Rather than a strong character taking control of her situation, she would just be a vengeful, opportunistic liar. Kay is a strong character and I think the abortion scenario better fits her story arc.