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I am sorry to hear this.
But what is you question? I don't see one here.
Yes she can leave the country when she is pregnant and there is nothing you can do to stop her.
If the child is born in Canada then you can stop her from removing the child.
But even if the child is living in Mexico you can go before a Court in Mexico to seek an order for custody or access. But to find out about how that works you would need to consult with a lawyer in Mexico.
There is no one to call. She has the legal right to live where she wants to and until the baby is born you have no right over the baby. If you can convince to remain until the baby is born then that would change everything.