The whole thing sounds incredible.
If your cousin was 9 months pregnant, I presume she would have had check ups with doctors and a baby would have been felt or seen by ultrasound
Anyway, a baby can not form until a woman ovulates, as the baby is formed by the fusion of the egg with the sperm.
There is a condition called a molar pregnancy
in which there are tiny grape like structures in the womb and a baby does not form. That is treated by evacuation of the womb. If your cousin had that condition, she may need follow up to make sure all is well by doing blood test
and if need be, scans.
However, your cousin has a right to privacy, which we should all respect.