First of all, congrats on your first kill. Don't worry that it's "Only a Doe." It's just as important, if not MORE important to take does to balance the herd. I do a management hunt every year where all we are allowed to take are does.

I have seen nubs on does before. This is why most states rule an "Antler less" deer as having antlers that are 3" or less and also why it is listed as "Antler less" instead of buck or doe.

I have also seen one full fledged hermaphrodite. It hade a vulva AND a penis, but no testicles.

But this one carrying a fetus? That's a new one to me, although, I don't see it as impossible.