Okay, I am talking to my mom as I write this....she's a marriage and family therapist who specializes in juvenile sex offenders and their victims, so she kinda knows what she's talking about.
She says that if the woman is 18, legally, you have no recourse. You can definitely be charged with breach of confidentiality if you say anything, as the woman is an adult and has not asked you for help.
She suggests you try talking to the woman privately, mentioning to her (especially if the baby is female) that incest is usually perpetuated within a family, and if not for her sake than for her BABY'S sake she should report the man. Her CHILD is at risk. She said to try to approach the woman from the 'baby' point of view, i.e., being able to protect her young.
Other than that, unfortunately, there is nothing you can do from a legal/ethical standpoint. Your hands are tied, I am sorry to say.
I pray for you and your patient.