If she gives birth outside the U.S. before she gets her visa, there is no legal issue. However, NVC has (illegally, falsely, and incorrectly) told her that her kids must be petitioned by you. So you will have to battle NVC to assert your legal rights to file DS-260 for your child.
If she gives birth after she gets a visa, and before she comes to the U.S., the rogue NVC no longer has a say. Suffice to say, it is no big deal provided there is long form birth certificate and foreign passport. I am sure the U.S. embassy in Canada lays this all out.
If she gives birth in the U.S., then no U.S. immigration issue. You might want to pursue a Canadian certificate of citizenship for your child, assuming at least one parent was born / naturalized in Canada.