Please fill out your timeline: https://www.visajourney.com/timeline/profile.php?id=483322
You said your husband and child's I-130's are approved, correct? So, the cases still have to go to NVC and you still have to do the DS-260 and the AOS, correct?
You will give birth before the DS-260's are approved and interviews are issued. Montreal is SLOW.
Your daughter will be born in Canada. Once she's born:
- Get her birth certificate and passport ASAP.
- File her I-130 ASAP. Once you have a case number, call USCIS and ask to speak to a Tier 2 agent. Request an expedite on her case and explain that your husband and son are already approved. Hopefully they will expedite. They often will.
- Pause the applications for your husband and son at NVC until your daughter's case catches up, then proceed.
You are going to have to prove domicile in the US, be it a lease agreement with your brother or you heading to NY before your hubs and getting a place. Montreal is sticky about it.