The unborn child was a failed pregnancy between Gabriela Dawson and Matthew Casey. The child is conceived by accident in the episode I Am the Apocalypse, in which the two had sex "to relieve the stress of the day".
It is learned in the episode Spartacus that Gabby is pregnant. After his near-death experience, Matt decides to get back together with Gabby, who tells him she's pregnant. (Let It Burn) They announce it to the firehouse in A Taste of Panama City and are ecstatic to enter a new page in their lives. Gabby even pauses her firefighting career and takes a desk job at the Office of Fire Investigation.
At the end of I Walk Away, Gabby collapses in cramps and we later find out her pregnancy is ectopic.
Sadly, the baby is lost in Your Day Is Coming due to the pregnancy not being an IUP (intrauterine pregnancy). This type of pregnancy cannot be successful and Will Halstead has full hands with saving Gabby, which he manages after 2 surgeries. Both Matt and Gabby are devastated after this outcome.