Helena22

There are so many variables regarding pregnancy such as cost, potential complications, travel restrictions, visa delays, etc.  I suggest you make plans to have the baby in your country.

Along with the above mentioned, on the off chance you are approved before giving birth, you'll also want to research airlines and their respective rules/requirements regarding air travel in your third trimester.   

Definitely more than 2,000 dollars. Birth in America is crazy expensive. 
 
Most travel insurance doesn't cover maternity care, but I'm sure there are some that do. So, research like crazy. 
 
You'll be lucky to get approved before you give birth, I'd definitely recommend a backup plan like previously stated. Always have a backup, immigration can be unpredictable and can be a lot lengthier than expected. 

Congratulations on your new arrival!  
 
However, I think you  need to do a bit more research.  A birth in the United States will cost, without insurance, a bit more than $2000.  Also, speak to you fiance and see what options his insurance company may be able to offer you.  Then look in to travel insurance to see if you can find one that covers a birth in the US.  
 
Lastly, look in to having the child in Spain.  Sadly, not all petitions take 7-8 months to process.  Many take much longer.
 
Good luck