I second what everyone else said. Just have an honest conversation with your nanny. She should know that you're not going to vengeful, but you need to know what her plans are so that you can be prepared. Maybe she is worried about the new baby or the time off while you're on maternity leave (not sure if this is your situation...just an idea if it is). Finding out her reason(s) for looking elsewhere may help you guys reach a conclusion one way or the other for if you are still a good fit for each other.
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