Thank you for trusting JustAnswer with your important question.
No, this is not normal. Psychologically I would also say this is not healthy. From a relationship point of view, your chances of having a healthy adult relationship with her are drastically reduced until she enters therapy and deals with this behavior.
It might be a sign of over-emotional bonding/enmeshment, or even what we would call emotional incest. They have a relationship more like a partner/spouse rather than a parent to child.
Without knowing her childhood and her personality, it's hard to say. Typically, I'd expect to see this in a situation where the child was leaned upon as a partner/spouse (divorce, death of spouse, etc) and the parent begins to need more than normal emotional support from their child.
She's learned that either she feels more safe, or that she is taking care of him, by continuing to sleep in the same bed. And she probably learned that very young and is continuing the pattern.
Although rare, we do sometimes see victims of childhood sexual abuse who continue to have emotionally and physically enmeshed (too close, not healthy boundaries) even with their abuser in adulthood.
I have met women who as adults were still having incestuous relationships either because they emotionally and psychologically can't own that it's still a continuation of the abuse, or because they are still too fearful of the abuser to really step away and become independent.
Regardless of why she's doing it, it's still not healthy for a relationship, because it's like having a third partner in the relationship. That might be the avenue for getting her into couples counseling, and let the counselor be the one to ask these tough questions. But if you can't trust that she'll stay with you through thick and thin, and that she has dad's to run away to whenever things get the least bit stressful, then your relationship doesn't have the solid foundation it's going to need to survive.
Tell her you want the healthiest relationship possible for you and her, but you know you two need that firm foundation if you're going to be a healthy and strong family with your new baby on the way. This is the perfect time to get into couples counseling, before the baby is here and you two get caught up in all that stress and change.
Dad's part of the problem, but if you address it as he *IS* the problem, she'll most likely get defensive and refuse counseling.
Does that answer your question?
The same signs you'd see if she was having sex with another partner. Decreased sexual activity with you, increased time with the other person, more defensiveness about spending time with the other person, more secretiveness about what they do with their time with the other person, etc. You might also ask her if she's ever had sexual stuff happen with her dad, and see her reaction. She might be honest, but most survivors have spent years hiding the abuse, and are good at hiding it. But her reaction might give you a gut feeling that yes there IS something more there than just co-sleeping.
But again, you can remove dad from the equation by putting this back in terms of your relationship. Do you ask to go sleep with other women in their beds because you sleep better over there?
That's not normal behavior for anyone in a healthy committed relationship. And again, she might be better able to hear your concern if you take dad out of the picture when you talk to her about the need to work on YOUR relationship.