A man from Banu Abdullah ibn Ka’b brethren of Banu Qushayr (not Anas ibn Malik, the well-known Companion), said: A contingent from the cavalry of the Apostle of Allah (peace_be_upon_him) raided us. I reached (for he said went) to the Apostle of Allah (peace_be_upon_him) who was taking his meals.. He said: Sit down, and take some from this meal of ours. I said: i m fasting he said: Sit down, I shall tell you about prayer and fasting. Allah has remitted half the prayer to a traveller, and fasting to the traveller, the woman who is suckling an infant and the woman who is pregnant, I swear by Allah, he mentioned both (i.e. suckling and pregnant women) or one of them. I was grieved for not taking the food of the Apostle of Allah was grieved for not taking the food of the Apostle of Allah (peace_be_upon_him). Book 13, Number 2402
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The hadeeth was reported by Abu Da’wood and it is authentic.
There isn’t anything in it that says that the pregnant woman or the suckling woman doesn’t make up for the days she missed or that she doesn’t pay expiation.
In the hadeeth, Anas may Allah be pleased with him said that travelers and the two women are excused. No Muslim has ever said that a traveler doesn’t make up for these days. Therefore, the pregnant and suckling women are like the traveler in the sense that they have to make up for the missed days.
There is an opinion of scholars which is adapted by Sheikh Al Albani which says that a pregnant and suckling women can break the fast and feed a poor person instead for everyday. This is a weak opinion and the most authentic is that they should make up for these days.