Denied unemployment from my job and not the unemployment agency
I was denied unemployment not from the state, but my job, after taking off of work due to pregnancy.
That may be your perception, but an employer does not have the power to deny unemployment benefits.
The do however, have the ability to protest you receiving unemployment, just like any employee has the ability to file for unemployment.
With just the brief description you gave .. I would say you were denied unemployment because you were either not able and available for work due to your pregnancy and if on an approved FML (because of the Family Medical Leave Act) or a personal leave for medical reasons (if not eligible for FML) or you failed to return to work from the leave.
And this does not address the fact that while on a medical leave you are not "unemployed" yet and benefits are not possible during a medical leave unless you happen to live in one of the six states that require an employer provide STD or offer a temporary disability unemployment insurance program to make use of.
Quite frankly, if you are just going to make a statement that is contrary to what I know to be true about unemployment benefits .. I can't help you to understand what you need to understand because I'm missing the details.