Going to a baby shower with no gift?

I've never had a baby shower for any of my kids nor will I. But ive gone to other people's and have always bought a gift. I recently went to one last minute and didn't have a chance or the funds to get anything I told them ide rather not come at all then come without a gift but they said they wanted me to come anyways and really pushed for me to come so I went. Felt horrible as I've never done that before but the shower was in my 9th month I had spent a lot on my own baby and that women didn't buy me a gift either. Ps i barely know her she's one of my husbands 400 cousins his family is gigantic. Anyways do you go without a gift or skip it?

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