One daughter pregnant, one daughter had miscarriage

Sad situation, but given time I’m sure it will resolve itself.

Sorry - rereading my post I realised I put this wrongly. My daughter who is pregnant knew my daughter-in-law was pregnant but had waited until they told her to let them know about her baby. I told her about the miscarriage as she was waiting to let them know. Obviously she won't tell them about her pregnancy at this point but they will have to know at some point. Her baby is due about the same time as theirs would have been.

Unless your DiL feels the need to tell your daughter there is no need for anyone to say anything. This is not your news to tell so please remain neutral in this.
I have a daughter who has miscarried twice, she has a beautiful little boy but miscarried the first time when one of my other daughters had just given birth. She never said anything and has no intention of doing so as far as we know. Is entirely up to your DiL.

It is up to her, DIL, to tell them when she is ready.

If she doesn't tell them and somehow your daughter finds out then why should you feel guilty? You are respecting DILs privacy and for obvious reasons.

I don't know if they would want to know about something they presently have no knowledge of so I believe you are overthinking this.

Be there for both of them, and your son, but don't have conversations about things they would rather keep private.