Generally, no you do not have to pay support for a child that has died. If, however, there was unpaid child support due and owing at the time of the child's death, you could be required to pay that unpaid amount. You should contact an attorney experienced in child support issues to get advice about what would be needed to get an order terminating your obligation to pay child support.
I can answer some of your questions, but not all because I need more information. First, if you both lived in Kansas you can file for divorce in Kansas if you still live here. That is true even if he moved to another state. Second, your husband must be served. The good news, however, is that if he really can't be located you can serve by publication. You don't have to find him and he doesn't have to sign anything. Indeed, even if you knew where he was, he wouldn't have to sign anything....
If the parties are irreconcilablly incompatable, a Kansas court will certainly grant a divorce to a pregnant woman provided all other requirements of the divorce statute have been met.
Ideally, you should have a lawyer. If you are in Douglas County, Kansas, you should try calling Legal Aid, 785-864-5564. Legal assistance may be available at no charge. If that isn't a viable option, try Kansas Legal Services, 785-838-3401. If neither of those options work, you can find a wide variety of legal forms in the Douglas County Law Library. The Douglas County Law Library is in the courthouse building at 111 East 11th Street in Lawrence.