Hi T.--I am a Certified Nurse Midwife with 2 clients in my practice who became pregnant with an IUD. Both had it removed as soon as the pregnancy was discovered--in the 1st trimester. One is due to deliver any day, and the other is now 10 weeks pregnant, and just yesterday heard her baby's heartbeat after removal of the IUD 3 weeks ago.
This is relatively unusual--but does occur. I have also had a client who did not have the device removed because she was well into the 2nd trimester before pregnancy was discovered, and we took a picture of the IUD in the placenta!! The baby was born in my Birth Center with a BIG smile on her face!!
The risk is miscarriage at the time of IUD removal.
If I can help your friend further, Please call me @ ###-###-####, or on my cell ###-###-####.
thanks, Kathy