Just Got Fired @37 weeks (On Maternity Leave)

so this just happened today....my employers been screwing with me especially since I told them I was pregnant. I'm in the middle of my maternity leave and I received a letter in the mail that I have been terminated for being on a "unapproved" leave of absence. the state is considering it approved enough to have been paying me these past few weeks and my employers insurance company said no action was required on my end until a week before I'm due back to work  (05/01/16) anyone else have this happen to them or know of someone who also was fired for being on maternity leave? I work(ed) at a very large financial institution incase anyone was wondering what kind of work I did