Need religious person POV, specifically female

I feel like I’m falling into a hole of depression. I’m going to cut to the chase to save time. Dated my fiancé for 10 years off and on, 5 years no breakup. We are getting married soon. We got pregnant while engaged (purposely), as we are in our mid 30's to early 40's and  didn’t want to waste time in case it was difficult.Here’s the issue: his sister never put my name  my name on thank you notes, Christmas cards, bday invitations for her kids, all of whom I’m very close to. She’s religious (Baptist) and her husband even more so. But she’s also very social and into the social scene and keeping up appearances. I always told fiancé, then just BF, that it hurt my feelings that she never wrote my name on anything or addressed us as a couple, as we had lived together for many years. As soon as we got engaged, she started to put my name on things. I always asked him to talk to her about it, he wouldn’t.Now that we are pregnant, and unmarried, she doesn’t want her children to know. We told the family 3 months ago, and she has kept it from her 3 kids, her oldest being 7 and VERY smart. Their aunt said this is wrong and that we should tell the kids, as the 7 year old is smart. Last night fiancés mom told me, after I said, “Hey, we need to tell niece because it will be brought up at the rehearsal dinner and wedding,” his mom said, “You know when you have a girl, you’re just trying to protect her innocence.”This really hurt my feelings. My fiancé constantly defends sister and says we have to respect her and her husbands values. But that makes me feel like we’ve done something wrong to be ashamed of. Their mom also said to me that his sister always gets on their mom because she accidentally mentions our baby, she’s says, “Mom, do you realize how much you talk about her?”Am I crazy? Would it bother you too? I feel like we can all talk about it, this blessing of a child, except when the sister is around, because we need to “Preserve the innocence,” of her children.I’m not religious, so I can’t look at this through those shoes. I told fiancé that I don’t understand how he doesn’t get upset that his sister doesn’t want his mom talking about this in front of her family.Please share thoughts...scheduling an appt with my therapist. By the way, I’ll be 21 weeks at the wedding.Best, via /r/Parenting https://ift.tt/2HElf8O