The more useful question here is why you are doubting her in the first place.
If your instinct is to verify rather than support, something in the relationship is already telling you something worth listening to. That is not an accusation in either direction. It is just honest.
On the factual side, pregnancy and miscarriage in jail are both real and more common than most people realize. Women enter custody pregnant more often than the system is equipped to handle, prenatal care in county jails is inconsistent at best, and miscarriage rates in custodial settings are higher than in the general population because of stress, poor nutrition, delayed medical attention, and the physical toll of the environment. If she says it happened, it is entirely plausible.
Medical events in jail are documented. If a pregnancy was confirmed and a miscarriage occurred, there will be a medical record of it. She has the right to request her own medical records, and if she wants to share them with you she can. You cannot request them yourself, but she can provide them voluntarily if transparency matters to her and to you.
What you do with doubt in a relationship, especially one being tested by incarceration, says as much about the relationship as the thing you are doubting. If trust is already this fragile, that is the conversation worth having, not the medical question.