My specific question is:
If one of my employees is currently pregnant, would that make my rate higher?

I know if I was buying individual insurance, it would cost more, but as an employer, how can I control if one of my employees is pregnant, and how is that fair to the rest of the employees?

I have doubts that a new policy will cover pre-existing, even pregnancy. You would have to read fine print when purchasing.
Nothing you can do if a pregnancy comes up later, unless you exclude that. You'll find that rates are pretty steep in any event and you may have to settle for catastrophic coverage.
Good luck.

That is a question only the insurance company can answer.

Yes, it is very fair to the other employees, especially if they need to use health insurance.