She was having her 'period' this whole time? It concerns me that she didn't seek medical attention for any symptoms she may have been having.
Generally, a first labor is harder and longer than getting into the shower and 'delivering' a baby while standing there. I've miscarried at 20 weeks and it can be a long 'labor'.
These are all questions that she should ask her doctor. There should have been an autopsy on the baby to find out the 'cause' or the reason for the miscarriage.
When you start the birth control pills, you usually start the .Sunday after your period starts. If that was the case, she should have had a period so she could start the pill and she would not have known she was pregnant - nor would the clinic she got the pills from.