Fiqh-us-Sunnah Volume 4, Funerals and Dhikr, Fiqh 4.075A.

Section : A non-Muslim Woman who Dies while Carrying a Child by a Muslim is to be Buried in a Separate Grave.

Al-Baihaqi reported from Wathilah bin al-Asqa’ that he buried a Christian woman bearing the child of a Muslim in a cemetery that belonged to neither Muslims nor Christians. Ahmad supports this opinion because he says that the woman being a disbeliever, cannot be buried in a cemetery of Muslims, for they would suffer because of her punishment, nor can she be buried in a Christian cemetery because her fetus, which is a Muslim, would suffer by their punishment.