A pregnant Muslim woman is obliged to fast unless she fears for herself or for her baby, in which case it is permissible for her not to fast. For more, please see the detailed answer.

If the migraine makes it too difficult for you to fast, then it is permissible for you not to fast and you should make up for the days that you missed.

If your sickness is one from which there is the hope of recovery, then after you recover you have to make up the fasts that you missed. But if your sickness is permanent and there is no hope of recovery, then you have to feed one poor person for each day that you did not fast.

It is permissible for pregnant women not to fast in Ramadan. All they have to do is to make up the days they missed, whether they feared for themselves or their child.