There are extremely rare exceptions to pretty much everything.

https://jmedicalcasereports.biomedcentral.com/articles/10.1186/s13256-019-2150-4

Or a fraternal twin situation where one twin is a normal, healthy, viable fetus and the other twin is a complete mole which turned cancerous (called a choriocarcinoma). This is a fast-growing, aggressive cancer that quickly spreads beyond the uterus, particularly to the lungs. The very first thing that needs to be done to treat it is to evacuate the contents of the uterus, and that means terminating the healthy fetus. And there are so many places in the US where that wouldn't happen. She'd just have to wonder if the growing mass would kill the fetus in time for her to get treatment and start chemotherapy, or if it would be too late. But as long as that fetus had a heartbeat, its life would be prioritized higher than hers.

On the subject of things that can go terribly wrong with pregnancy, look up molar pregnancies and acardiac twins.

With molar pregnancies, two sperm fertilize one egg, or one sperm fertilizes an egg that doesn't contain the genetic material that it's supposed to, and the incorrect chromosome count means that instead of conceiving something that turns into a normal placenta*, the woman conceives this large fluid sac-filled mass. It can grow through the muscle of the uterus and can potentially turn cancerous and metastasize to the lungs, brain, etc. It's also possible to have a fraternal twin situation where one twin is a normal fetus and the other is a cystic mass that generally ends up killing the fetus. This mass produces much more hCG (the hormone that turns a pregnancy test positive) than normal, can cause preeclampsia, and as time goes by without removal the woman will often start passing grape-like cysts from the vagina.

*In the type with the empty egg (known as a complete mole), no maternal DNA is present so it's basically the father's cells that are getting inside the woman, invading, and potentially even killing her. Really odd to think about. In the type where two sperm fertilize one egg, a fetus can form in addition to the abnormal cystic placenta, but it's typically nonviable.

As for acardiac twins, when a fertilized egg splits to form identical twins, depending on exactly when it splits they could end up sharing one placenta and/or amniotic sac. And when they share a placenta, sometimes the blood vessels don't form properly and the twins end up connected to each other. This can result in twin-to-twin transfusion syndrome, where one twin gets a disproportionate amount of the blood and ends up large and beet red while the other ends up tiny and anemic (and one or both may end up dying). In a more extreme case, they can end up with twin reversed arterial perfusion, where one twin (A) ends up supplying all of the blood to the other twin (B). Unfortunately for twin B, they're getting the deoxygenated blood that has already been used by A, so they don't get enough oxygen to develop correctly. They don't end up being able to develop a heart (hence acardiac twin), but some of them don't even develop a head, and just end up being a big mass of flesh with legs and a spine that just stops at the neck. Some of them end up being nothing more than a head with an umbilical cord coming out of the stump of the neck. Treatment involves going in and shutting off the blood supply (after which the now-dead acardiac twin stays in the uterus until birth), but if left untreated, twin B generally gets pretty large and ends up killing twin A because having to supply blood to two bodies causes the heart to fail.

Horrifying.