Insurance question

I have a question about maternity coverage I’m not sure if anyone has been in a similar situation. I currently have insurance (Cigna) through my employer and am 26 weeks pregnant. I’ve had to go out of work early, so my leave will expire about a month after I give birth, and I will not be returning to work. My insurance policy will be effective until the end of that last two week pay period. My question is, if I have a claim for my hospital birth and then cancel my insurance about a month or so later, can they deny the claim or do they have to cover it?