If you are not under a union or an employment contract you are considered an at will employee. At will employees can be terminated for any reason except discrimination. Go to www.eeoc.gov they have a very good analysis of pregnancy discrimination.
An employer is not required to provide negative feedback, even when asked. Yes, this can be unfair, but it is not illegal. If you do file a discrimination case this fact may or may not be of some help. In your case the negative feedback came with the improvement plan. If you wish to retain this job you MUST follow each item on the improvement plan to the letter. You should accumulate evidence that you are following the plan. Depending upon how long the plan is for, you may want to make periodic reports IN WRITING to the supervisor who wrote the plan showing your accomplishments.
Yes, when an employer puts an employee on an inprovement plan they are giving that employee one final chance to improve or they will be terminated. No, just because you are pregnant does not give you a successful pregnancy discrimination case. If you do not follow the plan you can be terminated and your employer will argue that it was not the pregnancy but your inability to follow the plan that led to your termination. Because the employer has put everything in writing it would be tough to fight.
As for talking to your co-workers, you would be better served if you keep things like employer discipline private. Really this is not something that should be fodder for employee gossip. Neither you nor the employer should want your personal issues discussed. As for your co-workers saying that they can't work without you, or that they will back you in any litigation, or that they cannot see why the employer would let you go -- that is worthless. In reality should you actually file a discrimination case, your co-workers will not jeapordize their own jobs to back you up in court. Their opinions on how you work is not the issue, it is the opinion of the boss.
As for a severance agreement. Why do you believe you will be offered one, a severance agreement is not required by law. Actually, if you are terminated due to not following your improvement plan you are considered fired due to Cause, which may also eliminate you from obtaining unemployment benefits.
The best document that can help you is the details in the improvement plan.
I posted a legal guide about pregnancy discrimination on Avvo you may want to review. It sounds as if you are saying that the employer started treating you differently (in terms of consideration for termination) soon after you informed your boss you were pregnant. If that is true, you may be the vicim of pregnancy disrimination.
In terms of being offered a severance agreement, you seem to be jumping too far ahead. Employers have no obligation to offer a severance, so there is not necessarily a reason to believe you will be offered a severance. If you are offered a severance, howevever, any smart employer will have a clause in it that will state you are waiving any and all claims, including any type of discrimination, if you sign it.
The documentation that would be helpful would be any documentation (emails, memos, etc.) that show a link betweeen you being considered for termination soon after informing the boss (or anyone else) that you are pregnant, or maybe documentation of the employer asking you about whether about the pregnancy; whether you plan on returning after the birth; how long you think you plan on taking for FLMA leave due to the birth, etc.
Feel free to contact me if you wish.