So sorry to read about your predicament Mark.
Firstly you are legally obliged to inform border control. They will need date of her leaving you, an address of where she went to live Phone number she is using and present employer details.....make sure you copy what you send and make sure its sent recorded delivery.
As for ilr, she won't get that, pregnant or not, not without your input.
Whether they deport her or not, its not your problem, you've done your bit by informing, that's it.