Yes, they did hint at a possible miscarriage. Why else would Kunal warn her to not forget that she is pregnant. Even Siddhi saying that he is more important to her hints at the same.
To be honest, I found that quite real & if Siddhi were to miscarry due to some twist in the future I wouldnt mind it s long as Kunal is shown supporting her & they emerge stronger as a couple.
Obviously drama is what they are out to create & tears for a lost baby will bring in the TRPS. It will also give cvs the necessary space to bring Kunal out from this dejected form & fight with a vengeance a la Bachchan😉