First, talk to her. Find out what her plans and intentions are. She may not even want to go back to work.
Also decide what you want. You have a lot of unanswered issues ahead regarding coverage for the countless school holidays, sick days, aftercare, and summer coverage. Your nanny will not be back to work at the start of summer if she delivers at the end of May regardless. You will need back up care.
Also, it it an option for her to bring her baby to work should she want to.