Awuh, it always sucks to lose fish, especially one who is expecting. She held on until the end too, she woulda been a good mama...she was a good mama. I'm sorry for your loss. I lost a pregnant fish once and it was really sucky! It never gets any easier.
I hope you have better luck later. Like Taz said, if they're breeding in the tank, they like their home, so they may just do it again some day. It may be better to block/divide the tank next time, moving them is stressful too, hardy as labs can be...if you can block off one side of the tank, that would be a less stressful option. You will want to test it first though! I tried to divide a betta tank and they figured out how to get over it and push past it. x.x