Okay, something I'm really trying hard to wrap my head around here. I'm not trying to nit-pick here, just trying to get clarification as to wether you were actually engaged prior to now or not. You stated you just found out your fiancé is pregnant. What was the plan for joining you if she hadn't become pregnant? You obviously hadn't included her in your paln to emigrate prior to now. So I'm wonderingwhere you guys actually engaged and already have wedding plans in motion or you were actually still boyfriend/girlfriend?
Forgive me if it seems like I'm poking my nose into issues that clearly doesn't concern me, but jumping into a short-gun marriage with one month to your interview just doesn't seem like the right thing to do IMO. Theres' a lot more involved with marriage and if you're not prepared both mentally and emotionally, I don't see how that can last coupled with the challenges of moving to a new country and trying to raise a family.
Anyway, having said all that, if you still want to give including her a shot, by all means go ahead and get marriaged right away, send updated forms for yourself and a new set for your wife, including a copy of your marriage certificate to KCC. Contact your applicable US embassy and let them know you just got married, and find out what if anything needs to be done on your part in order for them to allow her into the embassy to interview with you on your appointed day.
She needs to get PCC from all applicable countries as related to her, she needs to undergo the medical exam prior to your interview date also. And you may want to find out if your Panel Doctor's office is one of those that insist on seeing all the names of the people doing the medical exam on the interview letter before a medical appointment can be scheduled. If that is the case, you may need to get a clearance letter from the embasssy or something to that effect to allow her to do the medical allow. When do you go for the interview, you need to make sure you take along with you a copy of the email you sent to KCC and the updated forms too.