Has she notified her doctor? If not, she should do so right away. Pregnant women are at much greater risk for Covid complications - likely because their lungs and heart are already taxed by the greater blood volume during pregnancy.
Please tell her that if she has any worsening of symptoms, however minor, she should get checked out right away. She would probably be wise to have a pulse oximeter to check her oxygen levels regularly. I'm not a medical expert, but I would say she should get checked out if it starts to drop even into the low 90s.
A family friend who was pregnant with her fourth child contracted Covid and was very ill - hospitalized for three months and a miracle she survived. Your great niece should not assume all is well. She needs to be vigilant.
Sending prayers for no issues for her and the baby, and that both are healthy soon.