Board Thread:Episode Discussion/@comment-3125844-20150306215901/@comment-24397663-20150327062233

Grimm Analyst wrote: ... I am leaning more and more towards Adalind's new baby being biologically Juliette's. Adalind and Nick did have that weird mind connection which the writers haven't really elaborated on. So yes, maybe the pain that Juliette was feeling was actually Adalind's, which could also help explain why Adalind didn't realize she was pregnant again. Interesting!

... Muharhar, she's only gonna show a babybelly when she transformed to juliette XDD

That's why she didn't notice herself. Now the mystery is solved ;-)